By Topic

Optimal state estimation for uncertain, time varying systems with non-Gaussian initial state

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Lainiotis, D.G. ; Dept. of Electr. & Comput. Eng., Florida Inst. of Technol., Melbourne, FL, USA ; Giannakopoulos, P.K. ; Katsikas, S.K.

The problem of state estimation for partially unknown, time-varying, linear systems with non-Gaussian initial conditions is addressed. It is shown that the optimal estimator for this problem is an adaptive Lainiotis (1989) filter with nonlinear Lainiotis filters for non-Gaussian initial conditions as elemental filters. Closed-form solutions for several explicit cases of the initial state PDFs are given. Simulation experiments show the superiority of the proposed algorithm over an adaptive Lainiotis filter with Kalman filters as elemental filters

Published in:

Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on

Date of Conference:

14-17 Apr 1991