• DocumentCode
    3058460
  • Title

    The nonlinear MMSE filter for partially observed systems driven by non-Gaussian white noise, with applications to failure estimation

  • Author

    Makowski, A. ; Levine, W.S. ; Asher, M.

  • Author_Institution
    University of Maryland, College Park, Maryland
  • fYear
    1984
  • fDate
    12-14 Dec. 1984
  • Firstpage
    644
  • Lastpage
    650
  • Abstract
    The problem of estimating the state of a system subjected to jump inputs has been used as a model for several practical problems. This paper presents a rigorous derivation of the previously unknown minimum mean square error estimator for the state of such systems. The derivation is general enough to encompass a wide variety of non-Gaussian (as well as Gaussian) statistics for the input stochatic process.
  • Keywords
    Control systems; Filters; Random sequences; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1984. The 23rd IEEE Conference on
  • Conference_Location
    Las Vegas, Nevada, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1984.272086
  • Filename
    4047962
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3058460