DocumentCode
1322770
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
Volume
12
Issue
2
fYear
1987
fDate
4/1/1987 12:00:00 AM
Firstpage
71
Lastpage
77
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;
fLanguage
English
Journal_Title
Electrical Engineering Journal, Canadian
Publisher
ieee
ISSN
0700-9216
Type
jour
DOI
10.1109/CEEJ.1987.6592805
Filename
6592805
Link To Document