Gaussian approximation in recursive estimation of multiple states of nonlinear wiener systems
| Autor: | O. L. R. Jacobs |
|---|---|
| Rok vydání: | 1988 |
| Předmět: |
Mathematical optimization
Quantization (signal processing) Kalman filter Conditional probability distribution Gaussian approximation Nonlinear system symbols.namesake Wiener process Control and Systems Engineering symbols Applied mathematics Non linear estimation Electrical and Electronic Engineering Mathematics |
| Zdroj: | Automatica. 24:243-247 |
| ISSN: | 0005-1098 |
| DOI: | 10.1016/0005-1098(88)90033-7 |
| Popis: | The paper concerns recursive state estimation in Wiener systems where the output is a scalar weighted sum of multiple states. A Gaussian approximation to the computed conditional probability distribution for the scalar sum of states is shown to lead to a practicable numerical algorithm for estimating the multiple states. This algorithm mimics the Kalman filter. Simulations show the method giving good performance when the nonlinearity is severe quantization. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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