Set-valued filtering and smoothing

Darryl Morrell, Wynn Stirling

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

The authors apply a theory of set-valued estimation to derive a set-valued filter and a set-valued smoother for a linear discrete-time system. The resulting estimators provide the set of all state sequences that are consistent with the available data, allowing application to weakly or partially observable systems. Simulation results demonstrating the essential features of the filter and smoother are presented. It is noted that the estimators provide a robust method of state estimation in which the observability of the system does not affect correct estimator performance. The estimator provides exactly the estimate that is supported by the data sequence.

Original languageEnglish (US)
Title of host publicationConference Record - Asilomar Conference on Circuits, Systems & Computers
EditorsRay R. Chen
PublisherPubl by Maple Press, Inc
Pages236-240
Number of pages5
Volume1
StatePublished - 1988
Eventv 1 (of 2) - Pacific Grove, CA, USA
Duration: Oct 31 1988Nov 2 1988

Other

Otherv 1 (of 2)
CityPacific Grove, CA, USA
Period10/31/8811/2/88

ASJC Scopus subject areas

  • Engineering(all)

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