Filtering of linear partially observe stochastic systems: The fuzzy logic approach (Q1863834)

The paper proposes a fuzzy algorithm for the solution to the filtering problem of linear systems described by stochastic differential equations. It is based on the Takagi-Sugeno linear fuzzy model and on the assumption of membership functions of Gaussian type. Necessary optimality conditions for the derivation of the filter parameters are also provided. Numerical simulations are also examined.