DocumentCode
784679
Title
Dynamic Estimation of Linear Systems Constrained by Bounds
Author
Monin, A.
Author_Institution
LAAS, Univ. de Toulouse, Toulouse, France
Volume
57
Issue
10
fYear
2009
Firstpage
4095
Lastpage
4099
Abstract
This correspondence deals with the minimum variance estimation of a Gaussian process constrained by bounds. A special truncated Gaussian probability is shown to be fairly well adapted to this filtering scheme as its set is linearly closed with respect to convolution and multiplication operations.
Keywords
Gaussian processes; convolution; estimation theory; filtering theory; linear systems; probability; set theory; Gaussian probability; bound-constrained Gaussian process; convolution operation; dynamic estimation; filtering scheme; linear system; linearly-closed MGP set; minimum variance estimation; mirrored Gaussian pdf; multiplication operation; Truncated Gaussian pdf;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2009.2021697
Filename
4895332
Link To Document