State estimation for linear systems with additive cauchy noises: Optimal and suboptimal approaches

Robert Fonod, Moshe Idan, Jason L. Speyer

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Only few estimation methods can converge in the presence of impulsive measurement and/or process noises without the use of augmented heuristic schemes. To understand the performance of these schemes, the optimal Idan/Speyer Cauchy Estimator (ISCE) is compared with the performance of the particle filter (PF) and Gaussian sum filter (GSF) as the convergence time of these estimators is allowed to increase. That is, the number of particles at each step for the PF and the number of Gaussian components at each step for the GSF are increased and their performance relative to the ISCE is numerically studied for scalar and two-state dynamic systems.

Original languageEnglish
Title of host publication2016 European Control Conference, ECC 2016
Pages1434-1439
Number of pages6
ISBN (Electronic)9781509025916
DOIs
StatePublished - 2016
Event2016 European Control Conference, ECC 2016 - Aalborg, Denmark
Duration: 29 Jun 20161 Jul 2016

Publication series

Name2016 European Control Conference, ECC 2016

Conference

Conference2016 European Control Conference, ECC 2016
Country/TerritoryDenmark
CityAalborg
Period29/06/161/07/16

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Control and Optimization

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