Name
Title | ||
|---|---|---|
Quadratic filtering for non-Gaussian and not asymptotically stable linear discrete-time systems |
Abstract | ||
|---|---|---|
This paper concerns the state estimation problem for linear discrete-time systems with non-Gaussian state and output noises. A sub-optimal quadratic filter algorithm is proposed. In order to enlarge the class of systems allowed to be processed, a novel approach based on the output injection stabilization is derived. Also a second benefit to the estimate performances, due to the possibility of assignment of the system eigenvalues, is investigated. Numerical results validate the effectiveness of the proposed method. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/CDC.2014.7040169 | Decision and Control |
Keywords | Field | DocType |
discrete time systems,eigenvalues and eigenfunctions,filtering theory,linear systems,stability,state estimation,linear discrete-time systems,output injection stabilization,state estimation,suboptimal quadratic filter algorithm,system eigenvalues | Mathematical optimization,Control theory,Filter (signal processing),Quadratic equation,Gaussian,Discrete time and continuous time,Filter algorithm,Eigenvalues and eigenvectors,Mathematics,Stability theory | Conference |
ISSN | Citations | PageRank |
0743-1546 | 0 | 0.34 |
References | Authors | |
4 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Filippo Cacace | 1 | 12 | 2.15 |
| Francesco Conte | 2 | 23 | 6.39 |
| A. Germani | 3 | 401 | 52.47 |
| Giovanni Palombo | 4 | 2 | 0.73 |