Title :
On the optimal and suboptimal nonlinear filtering problem for discrete-time systems
Author :
Netto, M. L Andrade ; Gimeno, L. ; Mendes, M.J.
Author_Institution :
UNICAMP, Campinas, Brazil
fDate :
12/1/1978 12:00:00 AM
Abstract :
This paper examines optimal and suboptimal algorithms for the state filtering problem in discrete-time nonlinear systems. The optimal equations of sequential filtering are analyzed and conditions are obtained which ensure a multimodal character for the a posteriori densities. This analysis is utilized in the discussion of the performance of suboptimal linearized filters, and suggestions are made for their improvement in critical situations.
Keywords :
Nonlinear systems, stochastic discrete-time; Recursive estimation; Sequential estimation; State estimation; Additive noise; Bayesian methods; Control systems; Difference equations; Filtering; Integral equations; Nonlinear equations; Observers; Output feedback; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101894
