Polynomial Filtering for Systems with Non-independent Uncertain Observations (Contributo in atti di convegno)

Type
Label
  • Polynomial Filtering for Systems with Non-independent Uncertain Observations (Contributo in atti di convegno) (literal)
Anno
  • 2004-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1109/CDC.2004.1428945 (literal)
Alternative label
  • Carravetta, F.; Mavelli, G. (2004)
    Polynomial Filtering for Systems with Non-independent Uncertain Observations
    in Proc. of the 43-th Conference on Decision and Control, San Diego, CA, DEC 14-17, 2004
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Carravetta, F.; Mavelli, G. (literal)
Pagina inizio
  • 3109 (literal)
Pagina fine
  • 3114 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#pagineTotali
  • 6 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Istituto di Analisi dei Sistemi ed Informatica \A. Ruberti\", IASI-CNR (National Research Council of Italy), Viale Manzoni 30, 00185 Roma (literal)
Titolo
  • Polynomial Filtering for Systems with Non-independent Uncertain Observations (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#isbn
  • 0-7803-8682-5 (literal)
Abstract
  • The filtering problem for non-Gaussian, discrete-time, linear systems with correlated uncertainty in the observation equation is investigated in the present paper. A stochastic Markov sequence of correlated Bernoulli random variables is considered as a model for the uncertainty in the measurements. For this class of systems Hadidi-Schwartz defined a linear filter (giving the linear-optimal state estimate) assuming some structural properties of the system are satisfied. In the present paper similar conditions are shown to imply the existence of a polynomial filter (of any degree). Finally, the general polynomial filter equations are derived for the considered class of systems. (literal)
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