In this paper we present a way to define a suboptimal filter for the so called cubic sensor problem. In particular, we propose the optimal quadratic filter which results to be in the form of a Kalman-Bucy filter evolving in a suitably defined augmented state space.
Suboptimal solutions for the cubic sensor problem
GERMANI, Alfredo
1997-01-01
Abstract
In this paper we present a way to define a suboptimal filter for the so called cubic sensor problem. In particular, we propose the optimal quadratic filter which results to be in the form of a Kalman-Bucy filter evolving in a suitably defined augmented state space.File in questo prodotto:
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