Impulse Control in Kalman-Like Filtering Problems
Loading...
Authors
Basin, Michael V.
Pinsky, Mark A.
Issue Date
1998
Type
Article
Language
Keywords
Alternative Title
Abstract
This paper develops the impulse control approach to the observation process in Kalman-like filtering problems, which is based on impulsive modeling 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 zero variance for all post-jump time moments. The filtering equations for the estimates with zero variances are obtained in the conventional linear filtering problem and in the case of scalar nonlinear state and nonlinear observation equations.
Description
Citation
Publisher
License
Creative Commons Attribution 4.0 United States
Journal
Volume
Issue
PubMed ID
ISSN
1048-9533