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Suboptimal continuous-discrete filtering based on decomposition of observations

โœ Scribed by M. Oh; Y. Lee; S.V. Azarov; V.I. Shin

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
384 KB
Volume
42
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

The continuous-discrete filtering problem for different types of observations is considered. In the work of Cho et al. and Oh et al., the suboptimal continuous and discrete filters for this type of observations were developed. In this paper, we present a generalization of these filters to mixed continuous-discrete systems. The new suboptimal filter allows fully parallel processing of information and fits in with multisensor environment. The examples demonstrate the accuracy and efficiency of the proposed suboptimal linear and nonlinear continuous-discrete filters. (~) 2001 Elsevier Science Ltd. All rights reserved.

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