Analysis of recursive MAP algorithm for state estimation of bilinear systems

TitleAnalysis of recursive MAP algorithm for state estimation of bilinear systems
Publication TypeConference Paper
Year of Publication2000
AuthorsKrishnamurthy, V., and G. Yin
Conference NameDecision and Control, 2000. Proceedings of the 39th IEEE Conference on
Pagination3799 -3800 vol.4
Keywordsbilinear systems, cross-coupling, filtering theory, Kalman filters, maximum a posteriori state estimation, partially observed bilinear systems, recursive estimation, recursive MAP algorithm analysis, state estimation
Abstract

This paper derives and analyses a recursive algorithm for maximum a posteriori (MAP) state estimation of partially observed bilinear systems. The recursive algorithm is based on cross-coupling two Kalman filters, one for each component of the bilinear system
URLhttp://dx.doi.org/10.1109/CDC.2000.912302
DOI10.1109/CDC.2000.912302

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