In this paper an algorithm for the state estimation of a class of bilinear systems in the presence of noise is proposed. The systems considered are such that a suitable partition of the state vector into two parts allows a bilinear representation of the system. The proposed algorithm is obtained paralleling two Kalman filters: each of them estimates a part of the state, considering the other part as known time-varying parameters.
Parallel Kalman Filter Algorithm for Bilinear Systems
GLIELMO L;F. VASCA
1994-01-01
Abstract
In this paper an algorithm for the state estimation of a class of bilinear systems in the presence of noise is proposed. The systems considered are such that a suitable partition of the state vector into two parts allows a bilinear representation of the system. The proposed algorithm is obtained paralleling two Kalman filters: each of them estimates a part of the state, considering the other part as known time-varying parameters.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
