DocumentCode :
646464
Title :
Application of risk-sensitive optimal filtering equations to excitable noise system
Author :
Alcorta-Garcia, Maria Aracelia ; Paz Perez Padron, Jose ; Lopez Sanchez, Alicia Yesenia
Author_Institution :
Univ. Autonoma de Nuevo Leon, San Nicolas de los Garza, Mexico
fYear :
2013
fDate :
26-29 Aug. 2013
Firstpage :
63
Lastpage :
68
Abstract :
In this work the risk-sensitive optimal filtering equations for systems of third grade with linear observations and mean square cost criterion to be minimized had been applied to the Fitz Hugh-Nagumo model. This special model represents a excitable system. The performance of the obtained risk-sensitive estimator for third degree stochastic systems with polynomial linear drift terms with polynomial observations equations is verified, comparing the mean-square criteria values in final time for the optimal risk-sensitive estimator and polynomial filtering equations. The goal of this work is to experiment applying both filtering equations: risk-sensitive and polynomial to third degree polynomial systems, comparing the results obtained in this special model. It is observed that when the value of D is greater than 1, the risk-sensitive equations present a singularity. However, the estimates are better than the polynomial filtering equations with respect to the values of the proposed mean square cost criterion to be minimized.
Keywords :
linear systems; nonlinear control systems; polynomials; stochastic systems; Fitz Hugh-Nagumo model; excitable noise system; excitable system; linear observations; mean square cost criterion; mean-square criteria values; optimal risk-sensitive estimator; polynomial filtering equations; polynomial linear drift terms; polynomial observations equations; risk-sensitive optimal filtering equations; third degree stochastic systems; Biological system modeling; Computational modeling; Logic gates; Mathematical model; Noise; Polynomials;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Methods and Models in Automation and Robotics (MMAR), 2013 18th International Conference on
Conference_Location :
Miedzyzdroje
Print_ISBN :
978-1-4673-5506-3
Type :
conf
DOI :
10.1109/MMAR.2013.6669882
Filename :
6669882
Link To Document :
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