State smoothing and filtering using a constant memory for dynamic systems with nonlinear interference and missing obvservations

DOI10.1016/0016-0032(90)90013-9MaRDI QIDQ916628zbMATH OpenOpenAlexFDO

Authors Kerim Demirbaş

Publication date 1990

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(90)90013-9

zbMATH Keywords

finite-state approximation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Review text

The estimation of the state of a partially observed nonlinear discrete-time stochastic system by finite-state approximation is proposed. Previous schemes require an exponentially increasing memory with time. Here the state estimation is carried out in blocks so that its implementation requires only a constant memory. Numerical simulations are presented. No convergence property is discussed.

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• STATE ESTIMATION FOR GENERAL DYNAMIC SYSTEMS WITH NONLINEAR INTERFERENCE AND MISSING OBSERVATIONS∗
• State estimation for nonlinear discrete dynamic systems with missing observations
• State smoothing and filtering with stack sequential schemes for non-linear dynamic systems with an Nth-order memory
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Cites work

• A suboptimum decoding-based smoothing algorithm for dynamic systems with or without interference
• A survey of data smoothing for linear and nonlinear dynamic systems
• A view of three decades of linear filtering theory
• Convolutional codes II. Maximum-likelihood decoding
• Discrete optimal linear smoothing for systems with uncertain observations
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• State estimation for nonlinear discrete dynamic systems with missing observations

Cited in

(8)

• STATE ESTIMATION FOR GENERAL DYNAMIC SYSTEMS WITH NONLINEAR INTERFERENCE AND MISSING OBSERVATIONS∗
• State smoothing and filtering with stack sequential schemes for non-linear dynamic systems with an Nth-order memory
• Non-linear state smoothing and filtering in blocks for dynamic systems with missing observations
• Multi-dimensional state smoothing in the presence of non-linear interference
• Non-linear state smoothing for discrete dynamic systems with past histories
• Memory-based state-estimation
• Use of interpolating functions in fast state estimation for dynamic systems with missing observations
• Discrete filter with finite memory for a nonhomogeneous model of the system state

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