Impulse control in Kalman-like filtering problems
نویسندگان
چکیده
منابع مشابه
Impulse Control in Kalman - like Filtering Problems
This paper develops the impulse control approach to the observation process in Kalman-like filtering problems, which is based on impulsive model-ing of the transition matrix in an observation equation. The impulse control generates the jumps of the estimate variance from its current position down to zero and, as a result, enables us to obtain the filtering equations for the Kalman estimate with...
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Lubin Chang, Member, IEEE Naval University of Engineering, Wuhan, China (e-mail:[email protected]) Abstract—This note reveals an explicit relationship between two representative finite impulse response (FIR) filters, i.e. the newly derived and popularized Kalman-Like unbiased FIR filter (UFIR) and the receding horizon Kalman FIR filter (RHKF). It is pointed out that the only difference of the ...
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متن کاملKalman-like filtering and updating in a possibilistic setting
1 IRIT Université Paul Sabatier 31062 Toulouse Cedex 4 France. Email: {benferhat, dubois, prade}@irit.fr Abstract: This paper proposes a qualitative counterpart of Kalman filtering in the possibilistic logic setting. It corresponds to a type of updating involving a prediction step followed by a revision step. This is compared with updating operations based on imaging in the sense of Lewis. ...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1998
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s104895339800001x