NDLI: Finite-dimensional recurrent algorithms for optimal nonlinear logical

Content Provider	Springer Nature Link
Author	Rudenko, E. A.
Copyright Year	2016
Abstract	The problem of the most accurate estimation of the current state of a multimode nonlinear dynamic observation system with discrete time based on indirect measurements of this state is considered. The general case when a mode indicator is available and the measurement errors depend on the plant disturbances is investigated. A comparative analysis of two known approaches is performed—the conventional absolutely optimal one based on the use of the posterior probability distribution, which requires the use of an unimplementable infinite-dimensional estimation algorithm, and a finitedimensional optimal approach, which produces the best structure of the difference equation of a low-order filter. More practical equations for the Gaussian approximations of these two optimal filters are obtained and compared. In the case of the absolutely optimal case, such an approximation is finitedimensional, but it differs from the approximation of the finite-dimensional optimal version in terms of its considerably larger dimension and the absence of parameters. The presence of parameters, which can be preliminarily calculated using the Monte-Carlo method, allows the Gaussian finite-dimensional optimal filter to produce more accurate estimates.
Starting Page	36
Ending Page	58
Page Count	23
File Format	PDF
ISSN	10642307
Journal	Journal of Computer and Systems Sciences International
Volume Number	55
Issue Number	1
e-ISSN	15556530
Language	English
Publisher	Pleiades Publishing
Publisher Date	2016-03-23
Publisher Place	Moscow
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Control, Robotics, Mechatronics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Computer Networks and Communications Control and Systems Engineering Information Systems Computer Vision and Pattern Recognition Software

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