DocumentCode
1515204
Title
Nonlinear filtering: A hybrid approximation scheme
Author
Liu, R.H. ; Zhang, Q.
Author_Institution
Dept. of Math., Georgia Univ., Athens, GA, USA
Volume
37
Issue
2
fYear
2001
fDate
4/1/2001 12:00:00 AM
Firstpage
470
Lastpage
480
Abstract
This paper is concerned with nonlinear filtering schemes for systems which allow non-Gaussian noise. Using the most probable trajectory (MPT) approach, a finite-dimensional recursive hybrid filtering scheme is derived. By appropriately selecting a switching process, a linear hybrid system can be obtained that approximates the original nonlinear system. Then the MPT approach is used to obtain the hybrid filtering schemes for the nonlinear systems. Numerical experiments are carried out and reported
Keywords
filtering theory; nonlinear filters; recursive filters; finite-dimensional recursive hybrid filtering; hybrid approximation; most probable trajectory; nonGaussian noise; nonlinear filtering; nonlinear system; Electronic mail; Filtering algorithms; Gaussian noise; Hidden Markov models; Kalman filters; Linear systems; Nonlinear filters; Nonlinear systems; Piecewise linear techniques; Probability distribution;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/7.937462
Filename
937462
Link To Document