Now showing items 1-6 of 6
On minimizing the divergence in discrete filters
The problem of divergence that often arises when the filter mechanization is based on lower order process dynamics is examined. This situation may be caused, for example, by the impossibility of completely identifying some ...
Comments on "A correlation between the Fukuma-Matsubara and circle criteria for the determination of jump resonance"
A cycloid type of critical curve for slope-limited non-linearities has been presented in Riemenschneider and Mastascusa. An alternative derivation of these critical curves, already available in the literature, is pointed ...
Optimal smoothing for continuous-time systems with multiple time delays
Equations for the smoothed state estimate and for the error covariances of a continuous-time system with multiple time delays, based on observations involving time delays, are derived through a combination of discretization, ...
Optimal fixed lag smoothing for time delayed system with colored noise
The aim of this note is to report an algorithm for the fixed lag smoothing problem of a time delayed system whose observations contain colored noise. This is derived by looking at the appropriate components of a filtering ...
Derivation of an optimal estimator for distributed parameter systems via maximum principle
The problem of estimation for a class of distributed parameter systems is approached via maximum principle. As a consequence, the advantages of the "optimal control" point of view for tackling the estimation problem for ...