An adaptive quasioptimal filter with discontinuous parameters

MaRDI QIDQ1057230zbMATH OpenFDO

Authors Sergey V. Drakunov

Publication date 1983

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

adaptiveKalman-Bucy filterpartially observed linear stochastic systemsensitive to the noise characteristics

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

A very interesting method is proposed for estimating the state of a partially observed linear stochastic system. Compared to the Kalman-Bucy filter, the procedure is only quasi-optimal at the limit, but it is widely sensitive to the noise characteristics, and then, adaptive.

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(8)

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• Nonlinear observer for distributed parameter systems described by decoupled advection equations
• An adaptive filter using scanning observation with application to a DPS
• Generalized adaptive comb filters/smoothers and their application to the identification of quasi-periodically varying systems and signals
• An extended inverse QR adaptive filtering algorithm

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