Title :
Integration of observations in a hybrid system
Author :
Sworder, D.D. ; Clapp, G.A.
Author_Institution :
California Univ., San Diego, La Jolla, CA, USA
Abstract :
Calculation of the conditional mean of the state of a hybrid system requires the solution to a nonlinear filtering problem. It is shown that, under certain natural assumptions on the measurement structure, the requisite algorithm can be phrased in terms of a set of stochastic differential equations of fixed dimension. The estimation algorithm is closed insofar as no moments need be computed that are not specified therein
Keywords :
differential equations; filtering and prediction theory; state estimation; stochastic systems; estimation algorithm; hybrid system; nonlinear filtering; observations; state estimation; stochastic differential equations; Additive noise; Differential equations; Filtration; Humans; Image recognition; Power system dynamics; Power system modeling; State estimation; Stochastic processes; Wideband;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203834
