Optimal State Estimation in High Noise
نویسندگان
چکیده
The problem is examined of estimating the state of a linear dy namical system in the presence of high measurement noise. It is coneluded that optimal filter design maybe simplified to the extent that it need not depend on the solution of a matrix Riccati differential equation )butonly onthesolutionof amatrix linear differential equation. For a related problem, that of estimating a signal s(t) given noisy measurements s(t) + w(t) where the noise is large and the covariance of s(t) is known, optimal filter design is immediate.
منابع مشابه
High-Performance Robust Three-Axis Finite-Time Attitude Control Approach Incorporating Quaternion Based Estimation Scheme to Overactuated Spacecraft
With a focus on investigations in the area of overactuated spacecraft, a new high-performance robust three-axis finite-time attitude control approach, which is organized in connection with the quaternion based estimation scheme is proposed in the present research with respect to state-of-the-art. The approach proposed here is realized based upon double closed loops to deal with the angular rate...
متن کاملAutomatic Bounding Estimation in Modified Nlms Algorithm
Modified Normalized Least Mean Square (MNLMS) algorithm, which is a sign form of NLMS based on set-membership (SM) theory in the class of optimal bounding ellipsoid (OBE) algorithms, requires a priori knowledge of error bounds that is unknown in most applications. In a special but popular case of measurement noise, a simple algorithm has been proposed. With some simulation examples the performa...
متن کاملOptimal Estimation of Harmonic Components Using ISFLA
In this paper a novel method based on evolutionary algorithms is presented to estimate the harmonic components. In general, the optimization of the harmonic estimation process is a multi-component problem, in which evaluation of the phase and harmonic frequency is the nonlinear part of the problem and is solved based on the mathematical and evolutionary methods; while estimation of amplitude of...
متن کاملOptimal Sensor Location for the Estimation of a Linear Dispersive Wave Equation
The problem of optimal sensor location for the estimation of a linear dispersive wave equation is considered in this work. A steady-state Kalman filter was used as an optimal state observer with localized velocity information as the measurement. Since the main model is a partial differential equation, the states evolve in infinite-dimensional spaces, and hence an approximation (finite represent...
متن کاملSolution of Fractional Optimal Control Problems with Noise Function Using the Bernstein Functions
This paper presents a numerical solution of a class of fractional optimal control problems (FOCPs) in a bounded domain having a noise function by the spectral Ritz method. The Bernstein polynomials with the fractional operational matrix are applied to approximate the unknown functions. By substituting these estimated functions into the cost functional, an unconstrained nonlinear optimizat...
متن کاملOptimal Training Signals for Siso Ofdm Channel Estimation in the Absence/presence of Frequency Offsets
All existing training signal designs for channel estimation in OFDM systems assume no frequency offsets. In practice, frequency offset is unavoidable and seriously degrades the performance of OFDM systems. In this paper, we address the problem of designing optimal training signals for SISO OFDM channel estimation in the presence of frequency offsets. First, we present optimal training signals f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Information and Control
دوره 13 شماره
صفحات -
تاریخ انتشار 1968