Random-structure distributed estimation systems

MaRDI QIDQ1920403zbMATH OpenFDO

Authors A. S. Buryj

Publication date 12 March 1997

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

zbMATH Keywords

Bayesian estimatesdiscrete timelinearnon-stationaryoptimal estimationrandom structure

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

A linear non-stationary object is considered in discrete time. The observations are linear combinations of state variables distorted by uncorrelated Gaussian errors. During operation, the structure of the measurement system can vary and the structure changes are described by a Markov sequence with given conditional transition probabilities. At each stage, the optimal estimates of the state vector are obtained in the form of conditional means which provides the minimal rms error of MSE. Recurrent Bayesian algorithms for determining the a posteriori probabilities of the structure changes and of the state vector estimation are proposed. As an example a process of radar-measured range of flying vehicles is considered and some numerical results are presented.

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Cited in

(6)

• Recursion algorithms for recognition and estimation of the state of a dynamic object on the basis of information from measurers and indicators. I: Observation with lag
• Optimization of digital filtration algorithms for mixed Markov processes under guidance of a maneuvering object
• Distributed consensus-based estimation with unknown inputs and random link failures
• scientific article; zbMATH DE number 4154346 (Why is no real title available?)
• Distributed estimation algorithms for nonlinear systems
• Generalized pseudo-Bayes estimation and detection for abruptly changing systems

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