Title :
Nonlinear filtering: A hybrid approximation scheme
Author :
Liu, R.H. ; Zhang, Q.
Author_Institution :
Dept. of Math., Georgia Univ., Athens, GA, USA
fDate :
4/1/2001 12:00:00 AM
Abstract :
This paper is concerned with nonlinear filtering schemes for systems which allow non-Gaussian noise. Using the most probable trajectory (MPT) approach, a finite-dimensional recursive hybrid filtering scheme is derived. By appropriately selecting a switching process, a linear hybrid system can be obtained that approximates the original nonlinear system. Then the MPT approach is used to obtain the hybrid filtering schemes for the nonlinear systems. Numerical experiments are carried out and reported
Keywords :
filtering theory; nonlinear filters; recursive filters; finite-dimensional recursive hybrid filtering; hybrid approximation; most probable trajectory; nonGaussian noise; nonlinear filtering; nonlinear system; Electronic mail; Filtering algorithms; Gaussian noise; Hidden Markov models; Kalman filters; Linear systems; Nonlinear filters; Nonlinear systems; Piecewise linear techniques; Probability distribution;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
