Discrete time piecewise linear filtering with small observation noise

• Tipo: Artigo em Revista Científica Internacional
• Data: 1995

Autores

Paula Milheiro de Oliveira (Autor) FEUP; M. C. Roubaud (Autor) Outra

Revista

Título: IEEE Transactions on Automatic Control

Vol. 40 Nº 12

Páginas: 2149-2152

ISSN: 0018-9286

Editora: IEEE

Indexação

ISI Web of Science

Scopus

Classificação Científica

FOS: Ciências exactas e naturais > Matemática

CORDIS: Ciências Tecnológicas > Engenharia ; Ciências Físicas > Matemática > Matemática aplicada ; Ciências Físicas > Matemática > Matemática aplicada > Matemática para a engenharia ; Ciências Físicas > Matemática > Teoria das probabilidades

Outras Informações

DOI: 10.1109/9.478343

Resumo (PT): 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.

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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 4