A sequential detection scheme is used to determine the approximate occurrence times of impulses in a self-excited point process which drives a scalar linear system. Observations of the state are corrupted by additive white Gaussian noise. The state estimate is constructed on the basis of the detected impulses. The approach was chosen because of its explicit dependence on a priori statistics. This dependence is highly desirable, given the elaborate input model assumed
Published in:
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Date of Conference: 7-9 Dec 1988