Feedback quadratic filtering

被引：19

作者：

Cacace, Filippo ^{[1
]}

Conte, Francesco ^{[2
]}

Germani, Alfredo ^{[3
]}

Palombo, Giovanni ^{[4
]}

机构：

[1] Univ Campus Biomed Roma, Via Alvaro Portillo 21, I-00128 Rome, Italy

[2] Univ Genoa, DITEN, Via Opera Pia 11A, I-16145 Genoa, Italy

[3] Univ Aquila, DISIM, Via Vetoio, I-67100 Laquila, Italy

[4] CNR, IASI, Rome, Italy

来源：

AUTOMATICA | 2017年 / 82卷

关键词：

Filtering theory; Non-Gaussian processes; Kalman filters; STATE-SPACE MODELS; KALMAN FILTER;

D O I：

10.1016/j.automatica.2017.04.046

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper concerns the state estimation problem for linear discrete-time non-Gaussian systems. It is known that filters based on quadratic functions of the measurements processes (Quadratic Filter) improve the estimation accuracy of the optimal linear filter. In order to enlarge the class of systems, which can be processed by a Quadratic Filter, we rewrite the system model by introducing an output injection term. The resulting filter, named the Feedback Quadratic Filter, can be applied also to non asymptotically stable systems. We prove that the performance of the Feedback Quadratic Filter depends on the gain parameter of the output term, which can be chosen so that the estimation error is always less than or equal to the Quadratic Filter. (C) 2017 Elsevier Ltd. All rights reserved,

引用

页码：158 / 164

页数：7

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