An approximate filter for a partially observed piecewise linear system with small observation noise

We propose a finite dimensional approximate filter for a piecewise linear system with small observation noise. The nonlinearity of our system depends only on state components that can be estimated quickly and accurately under a certain ‘detectability hypothesis’. Then we estimate the distance betwee...

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Bibliographic Details
Published in:Systems & control letters 1993, Vol.20 (3), p.239-247
Main Author: Roubaud, M.C.
Format: Article
Language:English
Subjects:
Applied sciences
approximate filters
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Kalman-Bucy filter
Modelling and identification
Nonlinear filtering
piecewise linear systems
small noise
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Description
Summary:We propose a finite dimensional approximate filter for a piecewise linear system with small observation noise. The nonlinearity of our system depends only on state components that can be estimated quickly and accurately under a certain ‘detectability hypothesis’. Then we estimate the distance between our approximate filter and the state process to be filtered.
ISSN:0167-6911
1872-7956
DOI:10.1016/0167-6911(93)90066-F