Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems (Q1100176): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0005-1098(88)90033-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029769730 / rank | |||
Normal rank | |||
Revision as of 00:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems |
scientific article |
Statements
Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems (English)
0 references
1988
0 references
The paper concerns recursive state estimation in Wiener systems where the output is a scalar weighted sum of multiple states. A Gaussian approximation to the computed conditional probability distribution for the scalar sum of states is shown to lead to a practicable numerical algorithm for estimating the multiple states. This algorithm mimics the Kalman filter. Simulations show the method giving good performance when the nonlinearity is severe quantization.
0 references
quantization
0 references
recursive state estimation
0 references
Wiener systems
0 references
Gaussian approximation
0 references
algorithm
0 references
