Filtering and prediction for discrete systems with unknown input using nonparametric algorithms

Author

Koshkin, Gennady M. ; Smagin, Valery I.

Author_Institution

Dept. of Appl. Math. & Cybern., Tomsk State Univ., Tomsk, Russia

fYear

2014

fDate

9-11 July 2014

Firstpage

120

Lastpage

124

Abstract

The paper addressed the filtering and prediction problems with using nonparametric algorithms for discrete stochastic systems with unknown input. The designed algorithms are based on combining the Kalman filter and nonparametric estimator. The optimal properties of the explored algorithms are proved. Examples are given to illustrate the usefulness of the proposed approach.

Keywords

Kalman filters; discrete systems; stochastic processes; Kalman filter; discrete stochastic systems; discrete systems; nonparametric algorithms; nonparametric estimator; Algorithm design and analysis; Filtering algorithms; Kalman filters; Prediction algorithms; Stochastic systems; Vectors; Kalman filter; filtering algorithm; nonparametric estimator; prediction algorithm; unknown input;

fLanguage

English

Publisher

ieee

Conference_Titel

Digital Technologies (DT), 2014 10th International Conference on

Conference_Location

Zilina

Type

conf

DOI

10.1109/DT.2014.6868702

Filename

6868702

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1772703