In this paper an algorithm for the state estimation of a class of bilinear systems in the presence of noise is proposed. The systems considered are such that a suitable partition of the state vector into two parts allows a bilinear representation of the system. The proposed algorithm is obtained paralleling two Kalman filters: each of them estimates a part of the state, considering the other part as known time-varying parameters.
Parallel Kalman Filter Algorithm for Bilinear Systems / Glielmo, L; Marino, P.; Setola, R.; Vasca, F.. - (1994), pp. 1228-1229. (Intervento presentato al convegno 33rd IEEE Conference on Decision and Control tenutosi a Lake Buena Vista, Florida nel Dec. 14 - 16, 1994).
Parallel Kalman Filter Algorithm for Bilinear Systems
GLIELMO L;F. VASCA
1994
Abstract
In this paper an algorithm for the state estimation of a class of bilinear systems in the presence of noise is proposed. The systems considered are such that a suitable partition of the state vector into two parts allows a bilinear representation of the system. The proposed algorithm is obtained paralleling two Kalman filters: each of them estimates a part of the state, considering the other part as known time-varying parameters.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
