Nonlinear estimation with Perron-Frobenius operator and Karhunen-Loève expansion
نویسندگان
چکیده
منابع مشابه
Nonlinear estimation with Perron-Frobenius operator and Karhunen-Loève expansion
In this paper, a novel methodology for state estimation of stochastic dynamical systems is proposed. In this formulation, finite-term Karhunen-Loève (KL) expansion is used to approximate the process noise, thus resulting in a non-autonomous deterministic approximation (with parametric uncertainty) of the original stochastic nonlinear system. It is proved that the solutions of the approximate dy...
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In this paper, a methodology for propagation of uncertainty in stochastic nonlinear dynamical systems is investigated. The process noise is approximated using KarhunenLoève (KL) expansion. Perron-Frobenius (PF) operator is used to predict the evolution of uncertainty. A multivariate Kolmogorov-Smirnov test is used to verify the proposed framework. The method is applied to predict uncertainty ev...
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ژورنال
عنوان ژورنال: IEEE Transactions on Aerospace and Electronic Systems
سال: 2015
ISSN: 0018-9251
DOI: 10.1109/taes.2015.140591