Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems
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Publication:6231828
arXiv1203.5289MaRDI QIDQ6231828FDOQ6231828
Authors: Srinivas Sridharan 
Publication date: 23 March 2012
Abstract: The design of deterministic filters can be cast as a problem of minimizing an associated cost function for an optimal control problem. Employing the min-plus linearity property of the dynamic programming operator (associated with the control problem) results in a computationally feasible approach (while avoiding linearization of the system dynamics/output). This article describes the salient features of this approach and a specific form of pruning/projection, based on clustering, which serves to facilitate the numerical efficiency of these methods.
Dynamic programming in optimal control and differential games (49L20) Estimation and detection in stochastic control theory (93E10) Derivative-free methods and methods using generalized derivatives (90C56)
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