Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems (Q1100176)
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scientific article; zbMATH DE number 4041762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems |
scientific article; zbMATH DE number 4041762 |
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Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems (English)
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1988
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The paper concerns recursive state estimation in Wiener systems where the output is a scalar weighted sum of multiple states. A Gaussian approximation to the computed conditional probability distribution for the scalar sum of states is shown to lead to a practicable numerical algorithm for estimating the multiple states. This algorithm mimics the Kalman filter. Simulations show the method giving good performance when the nonlinearity is severe quantization.
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quantization
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recursive state estimation
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Wiener systems
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Gaussian approximation
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algorithm
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