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https://hdl.handle.net/2440/78783
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DC Field | Value | Language |
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dc.contributor.author | Basin, M. | - |
dc.contributor.author | Shi, P. | - |
dc.contributor.author | Calderon-Alvarez, D. | - |
dc.date.issued | 2010 | - |
dc.identifier.citation | International Journal of Control, 2010; 83(4):724-730 | - |
dc.identifier.issn | 0020-7179 | - |
dc.identifier.issn | 1366-5820 | - |
dc.identifier.uri | http://hdl.handle.net/2440/78783 | - |
dc.description.abstract | In this article, the mean-square filtering problem for polynomial system states over polynomial observations is studied proceeding from the general expression for the stochastic Ito differentials of the mean-square estimate and the error variance. In contrast to the previously obtained results, this article deals with the general case of nonlinear polynomial states and observations. As a result, the Ito differentials for the mean-square estimate and error variance corresponding to the stated filtering problem are first derived. The procedure for obtaining an approximate closed-form finite-dimensional system of the filtering equations for any polynomial state over observations with any polynomial drift is then established. In the example, the obtained closed-form filter is applied to solve the third-order sensor filtering problem for a quadratic state, assuming a conditionally Gaussian initial condition for the extended third-order state vector. The simulation results show that the designed filter yields a reliable and rapidly converging estimate. © 2010 Taylor & Francis. | - |
dc.description.statementofresponsibility | Michael Basin, Peng Shi and Dario Calderon-Alvarez | - |
dc.language.iso | en | - |
dc.publisher | Taylor & Francis Ltd | - |
dc.rights | © 2010 Taylor & Francis | - |
dc.source.uri | http://dx.doi.org/10.1080/00207170903390179 | - |
dc.subject | filtering | - |
dc.subject | nonlinear systems | - |
dc.subject | stochastic systems | - |
dc.title | Approximate finite-dimensional filtering for polynomial states over polynomial observations | - |
dc.type | Journal article | - |
dc.identifier.doi | 10.1080/00207170903390179 | - |
pubs.publication-status | Published | - |
dc.identifier.orcid | Shi, P. [0000-0001-8218-586X] | - |
Appears in Collections: | Aurora harvest 4 Electrical and Electronic Engineering publications |
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