Recursive Estimator for Linear and Nonlinear Systems with Uncertain Observations
Document Type
Article
Publication Date
10-1997
Publisher
Elsevier
Source Publication
Signal Processing
Source ISSN
0165-1684
Original Item ID
DOI: 10.1016/S0165-1684(97)00126-6
Abstract
The state estimation problem with observations which may or may not contain a signal at any sample time is considered from a covariance assignment viewpoint. The closed form solution for directly assigning steady state estimation error covariances and their assignability conditions are derived for the linear case. For the nonlinear case, upper bounds on the estimation error covariance are assigned. Examples are given for illustration in which the robustness of the proposed schemes are assessed.
Recommended Citation
NaNacara, Wittawat and Yaz, Edwin E., "Recursive Estimator for Linear and Nonlinear Systems with Uncertain Observations" (1997). Electrical and Computer Engineering Faculty Research and Publications. 723.
https://epublications.marquette.edu/electric_fac/723
Comments
Signal Processing, Vol. 62, No. 2 (October 1997): 215-228. DOI.
Edwin Yaz was affiliated with University of Arkansas at the time of publication.