discrete-time optimal filtering
Effect of embedded unbiasedness on discrete-time optimal FIR filtering estimates
... in signal processing when the prediction is not required (different time index) [31, 32]. Employing this model, the FIR-CU filter and smoother were proposed by Shmaliy in [23, 33] for polynomial systems. In [12], ...
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Optimal and unbiased FIR filtering in discrete time state space with smoothing and predictive properties
... and unbiased FIR (UFIR) filters for predictive filtering (p > 0), filtering (p = 0), and smoothing filtering (p < 0) at a current point n of linear discrete-time-invariant state- space models with white ...
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Fast bias-constrained optimal FIR filtering for time-invariant state space models
... response filtering with the Kalman structure (predictor/corrector) and proposes a fast iterative bias-constrained optimal finite impulse response filtering algorithm for linear discrete ...
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Optimal array filtering for seismic inversion
... or time domain waveform may not be precisely known for x, u, this work makes no assumptions other than that x, u possess a finite bandwidth and can therefore be sampled and accurately represented in ...
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Distributed information consensus filters for simultaneous input and state estimation
... information filtering where a set of sensor networks are required to simultaneously estimate input and state of a linear discrete-time system from collaborative ...information filtering is ...
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Discrete Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
... DOI: 10.4236/apm.2018.83012 234 Advances in Pure Mathematics stochastic approximation algorithm is to find the optimum of a function, which cannot be computed directly, but only be estimated from noisy observations [24] ...
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Unbiased, optimal, and in-betweens: the trade-off in discrete finite impulse response filtering
... The real-time state model x k = Ax k − 1 + Bw k serves better when prediction is not required [39, 40]. Employing this model, the OFIR filter was derived by Shmaliy in [16] for time-invariant models. This fi ...
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Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System
... conditionally optimal filtering ...the optimal es- timate is ...conditionally filtering algorithm ad- dressing estimation problems that suboptimal arise in discrete nonlinear ...
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Effect of embedded unbiasedness on discrete time optimal FIR filtering estimates
... recent time interval (horizon) of N discrete ...on optimal FIR (OFIR) filtering are [13–15]. At that time, FIR filters were not the ones commonly used for state estimation due to the ...
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Joint fundamental frequency and order estimation using optimal filtering
... and optimal in the sense that they minimize the output power while pas- sing the harmonics of a periodic signal undistorted, and they have been demonstrated to have excellent perfor- mance for parameter estimation ...
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Optimisation of Discrete Processes with Bounded Control
... of optimal control for discrete systems can be formulated as the problem of finding open- loop (programmed) control or as a task of construct- ing closed-loop (synthesis) ...
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Subgradient-Based Markov Chain Monte Carlo Particle Methods for Discrete-Time Nonlinear Filtering
... This paper presents a Markov chain Monte Carlo approach for high dimensional nonlin- ear filtering. The new algorithm utilises an improved proposal distribution that essentially incorporates the latest measurement ...
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A discrete orthogonal polynomials approach for fractional optimal control problems with time delay
... A direct numerical method based on the discrete SHPs was proposed to ap- proximate solution of TDFOCPs with quadratic performance index. First, the operational matrix of fractional integration in the ...
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Approximate Riccati Equation and Its Application to Optimal Control in Discrete-Time Systems
... In this paper, we present a method of solving an optimal control problem approximately in the case of discrete-time linear systems[2]. Our method leaves parameters as symbols in the evaluation ...
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The research of CV model by discrete kalman filtering
... initial time prediction will be, and the faster the transient convergent speed ...the filtering has been convergence, but the error variance matrix is still with the recursive operations gradually ...
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Stabilization of Unknown Nonlinear Discrete Time Delay Systems Based on Neural Network
... continuous time, a considerable amount of attention has been payed to stability and control of continuous-time linear systems with delay ...[3]. Discrete- time delay systems have drawn less ...
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Optimal finite precision state estimate feedback controller realizations of discrete time systems
... a discrete-time control system, where a state-estimate feedback controller (SEFC), digitally implemented with a fixed-point format, is ...The optimal realizations of the SEFC are defined as those ...
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A Discrete-Time Algorithm for the Resolution of the Nonlinear Riccati Matrix Differential Equation for the Optimal Control
... 0.25 and, K K 2S in the case of elastic domain and, K K T K 3 ⁄ in the case of plastic domain. The stiffness model is considered as a bilinear model with the given data. The step of time is ∆> 0.02 BVW79 and ...
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Optimal Admission and Service Control in a Discrete time Service Facility Systems: MDP Approach
... Consider a MDP formulation of a service facility system under periodic review which controls the transfer of customers from potential queue to eligible queue and change the service rate. Decisions at equidistant ...
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Implicit filtering and optimal design problems
... The gure below from [23] is illustrative of this type of objective function. The plot is a graph of negative of the power added eciency of a simulated semiconductor device against the real and imaginary parts of the ...
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