DISCRETE-TIME PIECEWISE-LINEAR FILTERING WITH SMALL OBSERVATION NOISE

• Type: Another Publication in an International Scientific Journal
• Date: 1995

Authors

DEOLIVEIRA, PM (Author) FEUP; ROUBAUD, MC (Author) Other

Journal

Title: IEEE Transactions on Automatic Control

Vol. 40 No. 12

Pages: 2149-2152

ISSN: 0018-9286

Publisher: IEEE

Indexing

ISI Web of Knowledge - 0 Citations

Scopus - 0 Citations

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

Other information

Authenticus ID: P-001-FX9

DOI: 10.1109/9.478343

Abstract (EN): A problem of discrete-time piecewise linear filtering with small observation noise is considered. The case in which the observation function is not one-to-one and has two intervals of linearity is studied, in particular when this function is symmetric. Under some detectability assumption, a procedure is presented to detect the intervals of linearity of the observation function. During such time intervals, one can then approximate the optimal filter by the corresponding Kalman-Bucy filter.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 4