Title :
Conditionally optimal state estimation for systems governed by difference equations
Author :
Raol, J.R. ; Sinha, N.K.
Author_Institution :
Dept. of Electr. & Comput. Eng., McMaster Univ., Hamilton, Ont., Canada
fDate :
4/1/1987 12:00:00 AM
Abstract :
The problem of estimation of the states of nonlinear systems described by difference equations is considered in a rather general setting and conditionally optimal filters are obtained. Several general and special cases are studied and methods of computation of the optimal gains and selection of the structural functions of these estimators are discussed. The computations of the gains can be carried out before collecting the measurement data, rendering the processing of these data very simple.
Keywords :
difference equations; filtering and prediction theory; nonlinear systems; optimisation; state estimation; conditionally optimal filters; conditionally optimal state estimation; difference equations; measurement data; nonlinear systems; structural functions; Equations; Filtering theory; Mathematical model; Maximum likelihood detection; Noise; Noise measurement;
Journal_Title :
Electrical Engineering Journal, Canadian
DOI :
10.1109/CEEJ.1987.6592805
