LINEAR RECURSIVE STATE ESTIMATORS UNDER UNCERTAIN-OBSERVATIONS

被引：156
作者：
HADIDI, MT
SCHWARTZ, SC
机构：
[1] Department of Electrical Engineering and Computer Science, Princeton University, Princeton
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 06期
关键词：
D O I：
10.1109/TAC.1979.1102171
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
For linear systems with uncertain observations, we investigate the existence of recursive least-squares state estimators. The uncertainty in the observations is caused by a binary switching sequence Yk which is specified by a conditional probability distribution and which enters the observation equation as Zk= ‘YkHkXk+ Uk-Conditions are established which lead to a recursive filter for Xk’ and a procedure for constructing a mixture sequence {‘Yk} that satisfies these conditions is given. Such mixture sequences model the transmission of data in multichannels as in remote sensing situations as well as data links with random interruptions. They can also serve as models for communication in the presence of multiplicative noise. Copyright © 1979 by The Institute of Electricala and Electronics Engineers Inc.
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页码：944 / 948
页数：5
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