A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems (Articolo in rivista)

Type
Label
  • A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems (Articolo in rivista) (literal)
Anno
  • 2000-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1137/S0363012997320912 (literal)
Alternative label
  • F. Carravetta, A. Germani, M. K. Shuakayev (2000)
    A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
    in SIAM journal on control and optimization (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • F. Carravetta, A. Germani, M. K. Shuakayev (literal)
Pagina inizio
  • 1171 (literal)
Pagina fine
  • 1203 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 38 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#pagineTotali
  • 32 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 4 (literal)
Note
  • ISI Web of Science (WOS) (literal)
  • Scopus (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • (A. Germani) Dipartimento di Ingegneria Elettrica, Universit`a dell'Aquila, 67100 Monteluco (L'Aquila), Italy and Istituto di Analisi dei Sistemi e Informatica del CNR, Viale Manzoni 30, 00185 Roma, Italy, (M. K. Shuakayev) Department of Electrical Engineering, Kazakh National Technical University, 22 Satpaev Str., Almaty, Republic of Kazakhstan. (literal)
Titolo
  • A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems (literal)
Abstract
  • The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal stateestimates instead of the conditional statistics. As a first result, a finite-dimensional optimal linear filter for the considered class of systems is defined. Then, the more general problem of designing polynomial finite-dimensional filters is considered. The equations of a finite-dimensional filter are given, producing a state-estimate which is optimal in a class of polynomial transformations of the measurements with arbitrarily fixed degree. Numerical simulations show the effectiveness of the proposed filter (literal)
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