Title :
Conditionally minimax algorithm for nonlinear system state estimation
Author :
Pankov, A.R. ; Bosov, A.V.
Author_Institution :
Dept. of Applied Math., Moscow Aviation Inst., Russia
fDate :
8/1/1994 12:00:00 AM
Abstract :
In this note, a method of conditionally minimax nonlinear filtering (CMNF) of processes in nonlinear stochastic discrete-time controlled systems is proposed. The CMNF is derived by means of local nonparametric optimization of the filtering process given the class of admissible filters. Sufficient conditions for the existence of the CMNF are considered, and the properties of CMNF estimates are investigated. Results of the CMNF application to control and identification problems are presented
Keywords :
discrete time systems; filtering and prediction theory; nonlinear control systems; state estimation; stochastic systems; conditionally minimax nonlinear filtering; identification; local nonparametric optimization; nonlinear system state estimation; stochastic discrete-time controlled systems; sufficient conditions; Control systems; Filtering; Minimax techniques; Nonlinear control systems; Nonlinear equations; Nonlinear filters; Nonlinear systems; State estimation; Stochastic systems; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
