Title :
Suboptimal nonlinear filters for systems with random structure
Author :
Loparo, K.A. ; Roth, Z.
Author_Institution :
Case Western Reserve University, Cleveland, Ohio
Abstract :
The problem of combined state and structure estimation is addressed within the framework of nonlinear filtering theory. Several types of interesting suboptimal nonlinear filters are derived for an example problem. The problem of the existence of a finite dimensional recursive nonlinear filter is investigated for the example problem.
Keywords :
Differential equations; Fault detection; Filtering theory; Markov processes; Nonlinear equations; Nonlinear filters; State estimation; Stochastic processes; Stochastic systems; Systems engineering and theory;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269539
