Control of Kalman-like filters using impulse and continuous feedback design
type: Item
instance of: scholarly article
title: Control of Kalman-like filters using impulse and continuous feedback design
zbMATH Open document ID: 1004.93041
author: Michael Basin
author: M. A. Pinsky
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2003-01-26T00:00:00Z
review text: The authors develop the observation control method for refining the Kalman-Bucy estimates, which is based on impulsive modeling of the transition matrix in an observation equation, thus engaging discrete-continuous observations. They study the application of the impulse control component (the observation process stops after a jump point), whose intensity is selected in order to decrease the post-jump value of the estimate variance, depending upon the available intensity of the impulse control. This procedure is repeated every time when a value of the estimate variance reaches the given threshold. Each version of the suggested observation control method is followed by an illustrative example.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 34A37
zbMATH DE Number: 1751452
zbMATH Keywords: Kalman filtering
zbMATH Keywords: impulse observation control
zbMATH Keywords: feedback design
reviewed by: Yuliya S. Mishura
MaRDI profile type: Publication
full work available at URL: dcdsb.2002.2.169
OpenAlex ID: W1990425569
DOI: 10.3934/DCDSB.2002.2.169
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description: scientific article; zbMATH DE number 1751452