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Nonlinear minimum variance estimation for state-dependent discrete-time systems

Grimble, Michael (2012) Nonlinear minimum variance estimation for state-dependent discrete-time systems. IET Signal Processing, 6 (4). pp. 379-391. ISSN 1751-9675

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Abstract

A state-dependent model and nonlinear operator-based approach to estimation and filtering is introduced for discretetime multi-channel systems including time delays. The problem involves a signal entering a communications channel involving nonlinearities and transport delay elements. The measurements are assumed to be corrupted by a coloured noise signal which is correlated with the signal to be estimated. The communications channel may include either static or dynamic nonlinearities represented by a general nonlinear operator and/or a state-dependent model form. The theoretical solution does not involve empirical assumptions or linearisation approximations. The resulting algorithm is relatively simple to derive and to implement and the solution has an estimator block structure that can be justified intuitively.

Item type: Article
ID code: 40978
Notes: EPSRC and British Energy on a Reactor Core Condition Monitoring project
Keywords: nonlinear minimum variance, discrete-time systems, Electrical engineering. Electronics Nuclear engineering, Signal Processing, Electrical and Electronic Engineering
Subjects: Technology > Electrical engineering. Electronics Nuclear engineering
Department: Faculty of Engineering > Electronic and Electrical Engineering
Related URLs:
Depositing user: Pure Administrator
Date Deposited: 27 Aug 2012 13:59
Last modified: 27 Mar 2014 10:28
URI: http://strathprints.strath.ac.uk/id/eprint/40978

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