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http://bura.brunel.ac.uk/handle/2438/13272
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DC Field | Value | Language |
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dc.contributor.author | Allahyani, S | - |
dc.contributor.author | Date, P | - |
dc.date.accessioned | 2016-10-03T13:02:48Z | - |
dc.date.available | 2016-08-05 | - |
dc.date.available | 2016-10-03T13:02:48Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | The 24th Mediterranean Conference on Control and Automation, MED 2016, pp. 159 - 163, Athens, Greece, (21-24 June 2016) | en_US |
dc.identifier.isbn | 9781467383455 | - |
dc.identifier.uri | http://ieeexplore.ieee.org/document/7535846/authors | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/13272 | - |
dc.description.abstract | A minimum variance filter for a class of discrete time systems with additive as well as multiplicative noise is investigated in this paper. We extend the results from recent work by Ponomareva and Date to account for multiplicative noise in the measurement equation. More importantly, we provide an interpretation of the multiplicative noise in both transition and measurement equations in terms of parameter perturbations in a linear additive model. The utility of the proposed filtering algorithm is demonstrated through numerical simulation experiments using models from academic literature where the parameters are estimated from real data. | en_US |
dc.format.extent | 159 - 163 | - |
dc.language.iso | en | en_US |
dc.publisher | IEEE | en_US |
dc.subject | Mathematical model | en_US |
dc.subject | Noise measurement | en_US |
dc.subject | Data models | en_US |
dc.subject | Uncertainty | en_US |
dc.subject | Biological system modeling | en_US |
dc.subject | Numerical models | en_US |
dc.subject | Additive noise | en_US |
dc.title | A minimum variance filter for discrete time linear systems with parametric uncertainty | en_US |
dc.type | Conference Paper | en_US |
dc.identifier.doi | http://dx.doi.org/10.1109/MED.2016.7535846 | - |
dc.relation.isPartOf | 24th Mediterranean Conference on Control and Automation, MED 2016 | - |
pubs.publication-status | Published | - |
Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
File | Description | Size | Format | |
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Fulltext.pdf | 266.53 kB | Adobe PDF | View/Open |
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