Analysis of recursive MAP algorithm for state estimation of bilinear systems

被引：0
|
作者：
Krishnamurthy, V [1 ]
Yin, G [1 ]
机构：
[1] Univ Melbourne, Dept Elect & Elect Engn, Parkville, Vic 3052, Australia
来源：
PROCEEDINGS OF THE 39TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 2000年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper derives and analyses a recursive algorithm for maximum aposteriori (MAP) state estimation of partially observed bilinear systems. The recursive algorithm is based on cross-coupling two Kalman filters, one for each component of the bilinear system.
引用
收藏
页码：3799 / 3800
页数：2
相关论文
共 50 条
  • [1] Optimal MAP estimation of bilinear systems via the EM algorithm
    Krishnamurthy, V
    Johnston, L
    Logothetis, A
    PROCEEDINGS OF THE 1998 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING, VOLS 1-6, 1998, : 2373 - 2376
  • [2] Finite dimensional smoothers for MAP state estimation of bilinear systems
    Johnston, LA
    Krishnamurthy, V
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1999, 47 (09) : 2444 - 2459
  • [3] Recursive parameter estimation and its convergence for bilinear systems
    Zhang, Xiao
    Ding, Feng
    IET CONTROL THEORY AND APPLICATIONS, 2020, 14 (05): : 677 - 688
  • [4] Recursive estimation of bilinear ARX systems with input-error
    Ivanov, Dmitriy, V
    Uskov, Oleg, V
    VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE, 2013, 25 (04): : 43 - 50
  • [5] A MAP estimation algorithm using IIR recursive filters
    Sanches, JM
    Marques, JS
    ENERGY MINIMIZATION METHODS IN COMPUTER VISION AND PATTERN RECOGNITION, PROCEEDINGS, 2003, 2683 : 436 - 449
  • [6] Iterative algorithms for optimal MAP estimation of bilinear systems
    Johnston, L
    Krishnamurthy, V
    Logothetis, A
    1998 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY - PROCEEDINGS, 1998, : 23 - 23
  • [7] Recursive state estimation for hybrid systems
    Suzdaleva, Evgenia
    Nagy, Ivan
    APPLIED MATHEMATICAL MODELLING, 2012, 36 (04) : 1347 - 1358
  • [8] State analysis and parameter estimation of bilinear systems via Haar wavelets
    Hsiao, CH
    Wang, LJ
    IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS, 2000, 47 (02): : 246 - 250
  • [9] RECURSIVE STATE ESTIMATION ALGORITHM FOR ILL-CONDITIONED POWER-SYSTEMS
    TRIPATHY, SC
    CHOHAN, S
    BALASUBRAMANIAN, R
    ELECTRIC MACHINES AND POWER SYSTEMS, 1994, 22 (05): : 583 - 592
  • [10] Recursive Estimation Method for Bilinear Systems by Using the Hierarchical Identification Principle
    Xu, Ling
    Zhang, Xiao
    Ding, Feng
    PROCEEDINGS OF THE 11TH INTERNATIONAL CONFERENCE ON MODELLING, IDENTIFICATION AND CONTROL (ICMIC2019), 2020, 582 : 979 - 987
12345