Title :
Dynamic Estimation of Linear Systems Constrained by Bounds
Author_Institution :
LAAS, Univ. de Toulouse, Toulouse, France
Abstract :
This correspondence deals with the minimum variance estimation of a Gaussian process constrained by bounds. A special truncated Gaussian probability is shown to be fairly well adapted to this filtering scheme as its set is linearly closed with respect to convolution and multiplication operations.
Keywords :
Gaussian processes; convolution; estimation theory; filtering theory; linear systems; probability; set theory; Gaussian probability; bound-constrained Gaussian process; convolution operation; dynamic estimation; filtering scheme; linear system; linearly-closed MGP set; minimum variance estimation; mirrored Gaussian pdf; multiplication operation; Truncated Gaussian pdf;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2009.2021697
