| Autor: |
Tomoyuki Iori, Toshiyuki Ohtsuka |
| Jazyk: |
angličtina |
| Rok vydání: |
2020 |
| Předmět: |
|
| Zdroj: |
SICE Journal of Control, Measurement, and System Integration, Vol 13, Iss 6, Pp 282-290 (2020) |
| Druh dokumentu: |
article |
| ISSN: |
1884-9970 |
| DOI: |
10.9746/jcmsi.13.282 |
| Popis: |
This paper proposes a recursive elimination method for optimal filtering problems of a class of discrete-time nonlinear systems with non-Gaussian noise. By this method, most of the computations to solve an optimal filtering problem can be carried out off-line by using symbolic computation based on the results from algebraic geometry. This property is suitable for moving horizon estimation, where a certain optimal filtering problem must be solved for different measurement sequences in each sampling interval. A numerical example is provided to compare the proposed method with other state estimation methods including the particle filter, and the efficiency of the proposed method is shown. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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