The Fixed-Interval Smoothing Problem for Continuous Systems
نویسندگان
چکیده
The smoothing problem for continuous systems is treated in a state space representation by means of variational calculus techniques. The smoothing problem is introduced in an criterion by means of an artificial discontinuity that splits the problem in term of forward and backward filtering problems. Hence, the smoother design is realized in three steps. First, a forward filter is developed. Secondly, a backward filter is developed taking into account the backward Markovian model. The third step consists of combining the two previous steps in order to compute the smoothed estimate. An example shows the efficiency of this proposed smoother.
منابع مشابه
Approximation of fixed points for a continuous representation of nonexpansive mappings in Hilbert spaces
This paper introduces an implicit scheme for a continuous representation of nonexpansive mappings on a closed convex subset of a Hilbert space with respect to a sequence of invariant means defined on an appropriate space of bounded, continuous real valued functions of the semigroup. The main result is to prove the strong convergence of the proposed implicit scheme to the unique solutio...
متن کاملH, Fixed-Lag Smoothing and Prediction for Linear Continous-Time Systems'
This paper addresses the H , fixed-lag smoothing and prediction problems for linear continuous-time systems. We first present a solution to the optimal HZ estimation problem for linear continuous-time systems with instantaneous and delayed measurements. It is then shown that the H , fixedlag smoothing and prediction problems can be converted to the latter problem in Krein space. Therefore, the ...
متن کاملContinuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic systems. The proposed methodology can be applied to systems, where the dynamics can be modeled with non-linear stochastic differential equations and the noise corrupted measurements are obtained continuously or at discrete times. The smo...
متن کاملStrong convergence of a general implicit algorithm for variational inequality problems and equilibrium problems and a continuous representation of nonexpansive mappings
We introduce a general implicit algorithm for finding a common element of the set of solutions of systems of equilibrium problems and the set of common fixed points of a sequence of nonexpansive mappings and a continuous representation of nonexpansive mappings. Then we prove the strong convergence of the proposed implicit scheme to the unique solution of the minimization problem on the so...
متن کاملA Hybrid Modeling for Continuous Casting Scheduling Problem
This paper deals with a multi-agent-based interval type-2 fuzzy (IT2F) expert systemfor scheduling steel continuous casting. Continuous caster scheduling is a complex and extensiveprocess that needs expert staff. In this study, a distributed multi-agent-based structure is proposed as asolution. The agents used herein can cooperate with each other via various communication protocols.To facilitat...
متن کامل