The Kalman-Like Particle Filter: Optimal Estimation With Quantized Innovations/Measurements
نویسندگان
چکیده
منابع مشابه
The Particle Filter and Extended Kalman Filter methods for the structural system identification considering various uncertainties
Structural system identification using recursive methods has been a research direction of increasing interest in recent decades. The two prominent methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF), also known as the Sequential Monte Carlo (SMC), are advantageous in this field. In this study, the system identification of a shake table test of a 4-story steel struct...
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Article history: Available online 16 August 2012
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A discrete-time system is a process that transforms input discrete-time signals into output discretetime signals. Simply stated, it takes an input sequence and produces an output sequence. Such a system usually takes the form of xk = Fk−1xk−1 +Gk−1uk−1 +wk−1, (1) where the n-vectors xk and xk−1 are the states at the current and previous time steps, the l-vector uk is a known input, and the n-ve...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2013
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2012.2226164