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

被引：52
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
收藏
页码：1274 / 1278
页数：5
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