NDLI: The entropy penalized minimum energy estimator

Content Provider	IEEE Xplore Digital Library
Author	Pequito, S. Aguiar, A.P. Gomes, D.A.
Copyright Year	2009
Description	Author affiliation: Institute for Systems, Instituto Superior Técnico, Av. Rovisco Pais, 1, 1049-001 Lisboa, Portugal (Pequito, S.; Aguiar, A.P.) \|\| Mathematics Department, Instituto Superior Técnico, Av. Rovisco Pais, 1, 1049-001 Lisboa, Portugal (Gomes, D.A.)
Abstract	This paper addresses the state estimation problem of nonlinear systems. We formulate the problem using a minimum energy estimator (MEE) approach and propose an entropy penalized scheme to approximate the viscosity solution of the Hamilton-Jacobi equation that follows from the MEE formulation. We derive an explicit observer algorithm that is iterative and filtering-like, which continuously improves the state estimation as more measurements arise. In addition, we propose a computationally efficient procedure to estimate the state by performing an approximation of the nonlinear system along the trajectory of the estimate. In this case, for the first and second order approximations of the state equation, we derive a closed-form (iterative) solution for the Hessian of the entropy-like version of the optimal cost function of the MEE. We illustrate and contrast the performance of our algorithms with the extended Kalman filter (EKF) using specific nonlinear examples with the feature that the EKF do not converge to the correct value.
Starting Page	1285
Ending Page	1290
File Size	948536
Page Count	6
File Format	PDF
ISBN	9781424438716
ISSN	01912216
DOI	10.1109/CDC.2009.5400482
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-12-15
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Entropy State estimation Nonlinear systems Nonlinear equations Observers Iterative algorithms Viscosity Filtering algorithms Cost function Energy measurement
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Minimum error entropy Luenberger observer

Nonlinear measurement update and prediction: Prior Density Splitting Mixture Estimator

Moving-horizon state estimation for nonlinear systems using neural networks

l/sub 1/ state estimation for linear systems using nonlinear observers

A convergent neural state estimator for nonlinear stochastic systems

Finite time observers and observability

An extension of sigma-point Kalman filtering using nonlinear estimator bases

Robust estimator design using mu synthesis

On the design of approximate state estimators for nonlinear systems

The entropy penalized minimum energy estimator

Similar Documents

Minimum error entropy Luenberger observer

Nonlinear measurement update and prediction: Prior Density Splitting Mixture Estimator

Moving-horizon state estimation for nonlinear systems using neural networks

l/sub 1/ state estimation for linear systems using nonlinear observers

A convergent neural state estimator for nonlinear stochastic systems

Finite time observers and observability

An extension of sigma-point Kalman filtering using nonlinear estimator bases

Robust estimator design using mu synthesis

On the design of approximate state estimators for nonlinear systems

The entropy penalized minimum energy estimator