Title :
Suboptimal solutions for the cubic sensor problem
Author :
Carravetta, Francesco ; Germani, Alfredo
Author_Institution :
Ist. di Analisi dei Sistemi ed Inf., CNR, Rome, Italy
Abstract :
We present a way to define a suboptimal filter for the so called cubic sensor problem. In particular, we propose the optimal quadratic filter which is in the form of a Kalman-Bucy filter evolving in a suitably defined augmented state space
Keywords :
Kalman filters; differential equations; filtering theory; matrix algebra; probability; sensors; stochastic processes; Kalman-Bucy filter; augmented state space; cubic sensor problem; optimal quadratic filter; suboptimal filter; Aggregates; Differential equations; Discrete wavelet transforms; Filtering; Filters; Polynomials; Signal to noise ratio; Standards development; State-space methods; Stochastic processes;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.649667
