Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems (Q1100176)
From MaRDI portal
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
