Journal ArticleDOI
Exact and approximate state estimation for nonlinear dynamic systems
D. F. Liang,G. S. Christensen +1 more
TLDR
In this paper, a modified approach to solve state estimation problems of nonlinear dynamic systems involving noise free, uncorrelated and correlated state and measurement noise processes is presented, making use of the matrix minimum principle together with the Kolmogorov and Kushner's equations to minimize the error-variance, taken to be the estimation criterion.About:
This article is published in Automatica.The article was published on 1975-11-01. It has received 16 citations till now. The article focuses on the topics: Nonlinear system & White noise.read more
Citations
More filters
Journal ArticleDOI
Streamlining measurement iteration for EKF target tracking
TL;DR: In this paper, the linear estimation approach of Kalman filtering is extrapolated to form an extended Kalman filter (EKF), applicable for state estimation in nonlinear systems.
Book ChapterDOI
Nonlinear inversion of geodetic and geophysical data : Diagnosing nonlinearity
TL;DR: In this article, the problem of diagnosing nonlinearity in the nonlinear inversion of geodetic and geophysical data is addressed, and measures of non-linearity are proposed that can be used to assess the amount of non linearity in nonlinear models and to test whether a linear (ized) model is a sufficient approximation.
Journal ArticleDOI
Precomputed-gain nonlinear filters for nonlinear systems with state-dependent noise
TL;DR: The authors propose deux filtres non lineaires a gain precalcule for l'estimation des etats des systemes non-lineaires alteres par des bruits exterieurs, parametriques and soumis a des systems de mesure lineaires bruyants.
References
More filters
Journal ArticleDOI
Recursive bayesian estimation using gaussian sums
H. W. Sorenson,D. L. Alspach +1 more
TL;DR: A density approximation involving convex combinations of gaussian density functions is introduced and proposed as a meaningful way of circumventing the difficulties encountered in evaluating these relations and in using the resulting densities to determine specific estimation policies.
Book
Estimation theory with applications to communications and control
TL;DR: This text provides a comprehensive treatment of estimation theory which should be suitable for graduate level engineers and is suitable for students studying estimation theory.
Journal ArticleDOI
On the estimation of state variables and parameters for noisy dynamic systems
TL;DR: The problem of estimating state variables and parameters is considered for discrete-time systems in the presence of random disturbances and measurement noise and an approximation technique is developed for nonlinear systems.
Journal ArticleDOI
The matrix minimum principle
TL;DR: The purpose of this paper is to provide an alternate statement of the Pontryagin maximum principle as applied to systems which are most conveniently and naturally described by matrix, rather than vector, differential or difference equations.