DocumentCode
2080908
Title
Change detection for nonlinear systems; a particle filtering approach
Author
Azimi-Sadjadi, Babak ; Krishnaprasad, P.S.
Author_Institution
Rensselaer Polytech. Inst., Troy, NY, USA
Volume
5
fYear
2002
fDate
2002
Firstpage
4074
Abstract
We present a change detection method for nonlinear stochastic systems based on projection particle filtering. The statistic for this method is chosen in such a way that it can be calculated recursively while the computational complexity of the method remains constant with respect to time. We present some simulation results that show the advantages of this method compared to linearization techniques.
Keywords
Global Positioning System; Kalman filters; computational complexity; filtering theory; inertial navigation; nonlinear systems; statistics; stochastic systems; change detection; computational complexity; integrated INS/GPS; nonlinear stochastic systems; particle filtering approach; projection particle filtering; Educational institutions; Fault detection; Filtering; Filters; Intelligent structures; Nonlinear systems; Quality control; State estimation; Statistics; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2002. Proceedings of the 2002
ISSN
0743-1619
Print_ISBN
0-7803-7298-0
Type
conf
DOI
10.1109/ACC.2002.1024567
Filename
1024567
Link To Document