An approximate filter for a partially observed piecewise linear system with small observation noise

We propose a finite dimensional approximate filter for a piecewise linear system with small observation noise. The nonlinearity of our system depends only on state components that can be estimated quickly and accurately under a certain ‘detectability hypothesis’. Then we estimate the distance betwee...

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Veröffentlicht in:	Systems & control letters 1993, Vol.20 (3), p.239-247
1. Verfasser:	Roubaud, M.C.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences approximate filters Computer science control theory systems Control theory. Systems Exact sciences and technology Kalman-Bucy filter Modelling and identification Nonlinear filtering piecewise linear systems small noise
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	We propose a finite dimensional approximate filter for a piecewise linear system with small observation noise. The nonlinearity of our system depends only on state components that can be estimated quickly and accurately under a certain ‘detectability hypothesis’. Then we estimate the distance between our approximate filter and the state process to be filtered.
ISSN:	0167-6911 1872-7956
DOI:	10.1016/0167-6911(93)90066-F