OPTIMAL QUADRATIC FILTERING OF LINEAR DISCRETE-TIME NON-GAUSSIAN SYSTEMS

被引：49

作者：

DESANTIS, A

GERMANI, A

RAIMONDI, M

机构：

[1] UNIV LAQUILA,DIPARTIMENTO INGN ELETTR,I-67100 MONTELUCO,ITALY

[2] UNIV ROMA LA SAPIENZA,DIPARTIMENTO MATEMAT G CASTELNUOVO,I-00185 ROME,ITALY

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1995年 / 40卷 / 07期

关键词：

D O I：

10.1109/9.400478

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this work, the state estimation problem for linear discrete-time systems with non-Gaussian state and output noises is dealt with. By following a geometric approach, an optimal recursive second-order polynomial estimate is proposed, which actually improves the widely used optimal linear one.

引用

页码：1274 / 1278

页数：5

共 21 条

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