DocumentCode
1160568
Title
Discrete-time piecewise linear filtering with small observation noise
Author
De Oliveira, Milheiro P. ; Roubaud, M.C.
Author_Institution
Fac. de Engenharia, Porto Univ., Portugal
Volume
40
Issue
12
fYear
1995
fDate
12/1/1995 12:00:00 AM
Firstpage
2149
Lastpage
2152
Abstract
A problem of discrete-time piecewise linear filtering with small observation noise is considered. The case in which the observation function is not one-to-one and has two intervals of linearity is studied, in particular when this function is symmetric. Under some detectability assumption, a procedure is presented to detect the intervals of linearity of the observation function. During such time intervals, one can then approximate the optimal filter by the corresponding Kalman-Bucy filter
Keywords
Kalman filters; filtering theory; noise; signal detection; Kalman-Bucy filter; detectability; discrete-time piecewise linear filtering; observation noise; optimal filter; symmetric function; Concurrent computing; Differential equations; Filtering; Linearity; Maximum likelihood detection; Nonlinear filters; Optical computing; Partial differential equations; Piecewise linear approximation; Piecewise linear techniques;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.478343
Filename
478343
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