Title :
Nonlinear filtering: a hybrid approximation scheme
Author :
Liu, R.H. ; Zhang, Q.
Author_Institution :
Dept. of Math., Georgia Univ., Athens, GA, USA
Abstract :
This paper deals with nonlinear filtering schemes for systems which allow non-Gaussian noise. Using the most probable trajectory (MPT) approach, one derives a finite-dimensional recursive hybrid filtering scheme. 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 in this paper
Keywords :
filtering theory; function approximation; nonlinear systems; function approximation; hybrid approximation; most probable trajectory; nonlinear filtering; nonlinear systems; recursive hybrid filtering; Filtering algorithms; Gaussian noise; Linear systems; Mathematics; Nonlinear filters; Nonlinear systems; Piecewise linear approximation; Piecewise linear techniques; Recursive estimation; Target tracking;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.833324
