Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise
This paper proposes a recursive elimination method for optimal filtering problems of a class of discrete-time nonlinear systems with non-Gaussian noise. By this method, most of the computations to solve an optimal filtering problem can be carried out off-line by using symbolic computation based on t...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-11-01
|
| Series: | SICE Journal of Control, Measurement, and System Integration |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.9746/jcmsi.13.282 |
| _version_ | 1797661050201440256 |
|---|---|
| author | Tomoyuki Iori Toshiyuki Ohtsuka |
| author_facet | Tomoyuki Iori Toshiyuki Ohtsuka |
| author_sort | Tomoyuki Iori |
| collection | DOAJ |
| description | This paper proposes a recursive elimination method for optimal filtering problems of a class of discrete-time nonlinear systems with non-Gaussian noise. By this method, most of the computations to solve an optimal filtering problem can be carried out off-line by using symbolic computation based on the results from algebraic geometry. This property is suitable for moving horizon estimation, where a certain optimal filtering problem must be solved for different measurement sequences in each sampling interval. A numerical example is provided to compare the proposed method with other state estimation methods including the particle filter, and the efficiency of the proposed method is shown. |
| first_indexed | 2024-03-11T18:38:39Z |
| format | Article |
| id | doaj.art-4ed72e5a5d72416cbf14ad372c08dba5 |
| institution | Directory Open Access Journal |
| issn | 1884-9970 |
| language | English |
| last_indexed | 2024-03-11T18:38:39Z |
| publishDate | 2020-11-01 |
| publisher | Taylor & Francis Group |
| record_format | Article |
| series | SICE Journal of Control, Measurement, and System Integration |
| spelling | doaj.art-4ed72e5a5d72416cbf14ad372c08dba52023-10-12T13:43:55ZengTaylor & Francis GroupSICE Journal of Control, Measurement, and System Integration1884-99702020-11-0113628229010.9746/jcmsi.13.28212103313Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian NoiseTomoyuki Iori0Toshiyuki Ohtsuka1Department of Systems Science, Graduate School of Informatics, Kyoto UniversityDepartment of Systems Science, Graduate School of Informatics, Kyoto UniversityThis paper proposes a recursive elimination method for optimal filtering problems of a class of discrete-time nonlinear systems with non-Gaussian noise. By this method, most of the computations to solve an optimal filtering problem can be carried out off-line by using symbolic computation based on the results from algebraic geometry. This property is suitable for moving horizon estimation, where a certain optimal filtering problem must be solved for different measurement sequences in each sampling interval. A numerical example is provided to compare the proposed method with other state estimation methods including the particle filter, and the efficiency of the proposed method is shown.http://dx.doi.org/10.9746/jcmsi.13.282nonlinear estimationnon-gaussian distributionmoving horizon estimationcommutative algebra |
| spellingShingle | Tomoyuki Iori Toshiyuki Ohtsuka Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise SICE Journal of Control, Measurement, and System Integration nonlinear estimation non-gaussian distribution moving horizon estimation commutative algebra |
| title | Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise |
| title_full | Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise |
| title_fullStr | Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise |
| title_full_unstemmed | Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise |
| title_short | Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise |
| title_sort | recursive elimination method in moving horizon estimation for a class of nonlinear systems and non gaussian noise |
| topic | nonlinear estimation non-gaussian distribution moving horizon estimation commutative algebra |
| url | http://dx.doi.org/10.9746/jcmsi.13.282 |
| work_keys_str_mv | AT tomoyukiiori recursiveeliminationmethodinmovinghorizonestimationforaclassofnonlinearsystemsandnongaussiannoise AT toshiyukiohtsuka recursiveeliminationmethodinmovinghorizonestimationforaclassofnonlinearsystemsandnongaussiannoise |