Title :
Parallel Kalman filter algorithm for state estimation in bilinear systems
Author :
Glielmo, L. ; Marino, P. ; Setola, R. ; Vasca, F.
Author_Institution :
Dipartimento di Inf. e Sistemistica, Naples Univ., Italy
Abstract :
In this paper an algorithm for the state estimation of a class of bilinear systems in the presence of noise is proposed. The systems considered are such that a suitable partition of the state vector into two parts allows a bilinear representation of the system. The proposed algorithm is obtained paralleling two Kalman filters: each of them estimates a part of the state, considering the other part as known time-varying parameters
Keywords :
Kalman filters; bilinear systems; discrete time systems; nonlinear control systems; parallel algorithms; state estimation; bilinear systems; parallel Kalman filter algorithm; state estimation; state vector partition; time-varying parameters; Electronic mail; Equations; Game theory; Nonlinear filters; Nonlinear systems; Partitioning algorithms; State estimation; Time varying systems; Vectors; White noise;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411162
