Set-valued filtering and smoothing

Darryl Morrell; Wynn Stirling

Set-valued filtering and smoothing

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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 language	English (US)
Title of host publication	Conference Record - Asilomar Conference on Circuits, Systems & Computers
Editors	Ray R. Chen
Publisher	Publ by Maple Press, Inc
Pages	236-240
Number of pages	5
Volume	1
State	Published - 1988
Event	v 1 (of 2) - Pacific Grove, CA, USA Duration: Oct 31 1988 → Nov 2 1988

Other

Other	v 1 (of 2)
City	Pacific Grove, CA, USA
Period	10/31/88 → 11/2/88

ASJC Scopus subject areas

Engineering(all)

Cite this

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title = "Set-valued filtering and smoothing",

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.",

author = "Darryl Morrell and Wynn Stirling",

year = "1988",

language = "English (US)",

volume = "1",

pages = "236--240",

editor = "Chen, {Ray R.}",

booktitle = "Conference Record - Asilomar Conference on Circuits, Systems & Computers",

publisher = "Publ by Maple Press, Inc",

note = "v 1 (of 2) ; Conference date: 31-10-1988 Through 02-11-1988",

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AU - Morrell, Darryl

AU - Stirling, Wynn

PY - 1988

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N2 - 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.

AB - 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.

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UR - http://www.scopus.com/inward/citedby.url?scp=0024180853&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:0024180853

VL - 1

SP - 236

EP - 240

BT - Conference Record - Asilomar Conference on Circuits, Systems & Computers

A2 - Chen, Ray R.

PB - Publ by Maple Press, Inc

T2 - v 1 (of 2)

Y2 - 31 October 1988 through 2 November 1988

ER -

Set-valued filtering and smoothing

Abstract

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ASJC Scopus subject areas

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