Linear recursive state estimators under uncertain observations
Abstract
For linear systems with uncertain observations, the existence of recursive least squares state estimators is investigated. Consideration is given to uncertain observations resulting from a binary switching sequence gamma sub k, which is specified by a conditional probability distribution and which enters the observation equation as z sub k gamma sub k H sub k; if they are not met, as for the example when gamma sub k is Markovian, no linear recursive structure can be found. On the other band, if the sequence gamma sub k is independent identically distributed, then these conditions are satisfied and a linear recursive filter exists.
 Publication:

Princeton Univ. Report
 Pub Date:
 June 1978
 Bibcode:
 1978prnc.rept.....H
 Keywords:

 Least Squares Method;
 Linear Systems;
 Recursive Functions;
 Binary Codes;
 Markov Processes;
 Probability Distribution Functions;
 Switching Theory;
 Electronics and Electrical Engineering