A Suboptimal Algorithm of the Optimal Bayesian Filter Based upon the Receding Horizon Strategy
نویسنده
چکیده
The optimal Bayesian filter for a single target is known to provide the best tracking performance in a cluttered environment. However, its main drawback is the increase of memory size and computation quantity with time. In this paper, the inevitable problem of the optimal Bayesian filter is resolved in a suboptimal fashion by using a receding horizon strategy. As a result, the problem of memory and computational requirements is diminished. As a priori information, the horizon initial state is estimated from the validated measurements on the receding horizon. Consequently, the suboptimal algorithm proposed allows the real time implementation. Copyright © 2002 IFAC
منابع مشابه
A Suboptimal Algorithm of the Optimal Bayesian Filter Based on the Receding Horizon Strategy
The optimal Bayesian filter for a single target is known to provide the best tracking performance in a cluttered environment. However, its main drawback is the increase in memory size and computation quantity over time. In this paper, the inevitable predicament of the optimal Bayesian filter is resolved in a suboptimal fashion through the use of a receding horizon strategy. As a result, the pro...
متن کاملDesign of Distributed Optimal Adaptive Receding Horizon Control for Supply Chain of Realistic Size under Demand Disturbances
supply chain network receding horizon control demand move suppression term Supply chain networks are interconnection and dynamics of a demand network. Example subsystems, referred to as stages, include raw materials, distributors of the raw materials, manufacturers, distributors of the manufactured products, retailers, and customers. The main objectives of the control strategy for the s...
متن کاملBacklash Compensation Using Receding Horizon Control
We present a receding horizon control algorithm for compensation of backlash at the input of a stable linear system under control rate constraints. The problem is first posed as a receding horizon optimal control problem by modelling backlash as a piecewise affine system with a state space partition consisting of three regions. This optimal control problem involves solving, at each step, 3 quad...
متن کاملOptimal Receding Horizon Filter for Continuous-Time Nonlinear Stochastic Systems
A receding horizon filtering problem for nonlinear continuous-time stochastic systems is considered. The paper presents the optimal receding horizon filtering equations. Derivation of the equations is based on the Kushner-Stratonovich and Fokker-Planck-Kolmogorov equations for conditional and unconditional density functions. This result could be a theoretical basis for the optimal control in no...
متن کاملAnalysis of Applying Event-triggered Strategy on the Model Predictive Control
In this paper, the event-triggered strategy in the case of finite-horizon model predictive control (MPC) is studied and its advantages over the input to state stability (ISS) Lyapunov based triggering rule is discussed. In the MPC triggering rule, all the state trajectories in the receding horizon are considered to obtain the triggering rule. Clearly, the finite horizon MPC is sub-optimal with ...
متن کامل