Mean-Square Estimation of Nonlinear Functionals via Kalman Filtering

Mean-Square Estimation of Nonlinear Functionals via Kalman Filtering

This paper focuses on estimation of a nonlinear functional of state vector (NFS) in discrete-time linear stochastic systems. The NFS represents a nonlinear multivariate functional of state variables, which can indicate useful information of a target system for control. The optimal mean-square estima...

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Bibliographic Details
Main Authors: Won Choi, Vladimir Shin, Il Young Song
Format: Article
Language:English
Published: MDPI AG 2018-11-01
Series:Symmetry
Subjects:
nonlinear functional
quadratic functional
mean square error
discrete-time system
Kalman filtering
multivariate normal distribution
Online Access:https://www.mdpi.com/2073-8994/10/11/630

Internet

https://www.mdpi.com/2073-8994/10/11/630

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