Title :
Analysis of recursive MAP algorithm for state estimation of bilinear systems
Author :
Krishnamurthy, Vikram ; Yin, George
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
This paper derives and analyses a recursive algorithm for maximum a posteriori (MAP) state estimation of partially observed bilinear systems. The recursive algorithm is based on cross-coupling two Kalman filters, one for each component of the bilinear system
Keywords :
Kalman filters; bilinear systems; filtering theory; recursive estimation; state estimation; Kalman filters; bilinear systems; cross-coupling; maximum a posteriori state estimation; partially observed bilinear systems; recursive MAP algorithm analysis; state estimation; Algorithm design and analysis; Iterative algorithms; Kalman filters; Mathematics; Maximum a posteriori estimation; Nonlinear systems; Recursive estimation; Signal processing; State estimation; Yttrium;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912302
