We present a way to define a suboptimal filter for the so called cubic sensor problem. In particular, we propose the optimal quadratic filter which is in the form of a Kalman-Bucy filter evolving in a suitably defined augmented state space
Published in:
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
(Volume:5
)
Date of Conference: 10-12 Dec 1997