Nonlinear Estimation by Covariance Assignment

Authors

Edwin E. Yaz, Marquette UniversityFollow
W. Na Nacara, University of Arkansas, Fayetteville

Document Type

Article

Publication Date

7-1993

Publisher

Elsevier

Source Publication

IFAC Proceedings Volumes

Source ISSN

1474-6670

Original Item ID

DOI: 10.1016/S1474-6670(17)48989-0

Abstract

Covariance assignment method is extended to upper bound assignment of estimation error covariances for nonlinear stochastic systems. Characterization of assignable upper bounds together with filter gains that achieve a particular assignment are presented. Existence conditions and a recursive method of solution are given for the main design equation.

Comments

IFAC Proceedings Volumes, Vol. 26, No. 2 (July 1993): 491-494. DOI.

Recommended Citation

Yaz, Edwin E. and Nacara, W. Na, "Nonlinear Estimation by Covariance Assignment" (1993). Electrical and Computer Engineering Faculty Research and Publications. 769.
https://epublications.marquette.edu/electric_fac/769