NMV optimal estimation for nonlinear discrete-time multi-channel systems

Research output: Contribution to conferencePaper

8 Citations (Scopus)

Abstract

A nonlinear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model also includes a communications channel involving hard or dynamic nonlinearities. The signal and noise channels are represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement. The optimal nonlinear estimator is derived in terms of the nonlinear operators that describe the system. The results are the dual of the nonlinear generalized minimum variance control problem that has been very successful in providing a practical simple algorithm for nonlinear processes.

Conference

Conference46th IEEE Conference on Decision and Control
CityNew Orleans, USA
Period12/12/0714/12/07

Fingerprint

Mathematical operators
Multivariable systems

Keywords

  • control nonlinearities
  • discrete time systems
  • multivariable systems
  • nonlinear control systems
  • optimal control

Cite this

Grimble, M. J. (2007). NMV optimal estimation for nonlinear discrete-time multi-channel systems. Paper presented at 46th IEEE Conference on Decision and Control, New Orleans, USA, . https://doi.org/10.1109/CDC.2007.4434006
Grimble, M.J. / NMV optimal estimation for nonlinear discrete-time multi-channel systems. Paper presented at 46th IEEE Conference on Decision and Control, New Orleans, USA, .
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abstract = "A nonlinear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model also includes a communications channel involving hard or dynamic nonlinearities. The signal and noise channels are represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement. The optimal nonlinear estimator is derived in terms of the nonlinear operators that describe the system. The results are the dual of the nonlinear generalized minimum variance control problem that has been very successful in providing a practical simple algorithm for nonlinear processes.",
keywords = "control nonlinearities, discrete time systems, multivariable systems, nonlinear control systems, optimal control",
author = "M.J. Grimble",
year = "2007",
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doi = "10.1109/CDC.2007.4434006",
language = "English",
note = "46th IEEE Conference on Decision and Control ; Conference date: 12-12-2007 Through 14-12-2007",

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Grimble, MJ 2007, 'NMV optimal estimation for nonlinear discrete-time multi-channel systems' Paper presented at 46th IEEE Conference on Decision and Control, New Orleans, USA, 12/12/07 - 14/12/07, . https://doi.org/10.1109/CDC.2007.4434006

NMV optimal estimation for nonlinear discrete-time multi-channel systems. / Grimble, M.J.

2007. Paper presented at 46th IEEE Conference on Decision and Control, New Orleans, USA, .

Research output: Contribution to conferencePaper

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N2 - A nonlinear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model also includes a communications channel involving hard or dynamic nonlinearities. The signal and noise channels are represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement. The optimal nonlinear estimator is derived in terms of the nonlinear operators that describe the system. The results are the dual of the nonlinear generalized minimum variance control problem that has been very successful in providing a practical simple algorithm for nonlinear processes.

AB - A nonlinear operator approach to estimation in discrete-time multivariable systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model also includes a communications channel involving hard or dynamic nonlinearities. The signal and noise channels are represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement. The optimal nonlinear estimator is derived in terms of the nonlinear operators that describe the system. The results are the dual of the nonlinear generalized minimum variance control problem that has been very successful in providing a practical simple algorithm for nonlinear processes.

KW - control nonlinearities

KW - discrete time systems

KW - multivariable systems

KW - nonlinear control systems

KW - optimal control

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Grimble MJ. NMV optimal estimation for nonlinear discrete-time multi-channel systems. 2007. Paper presented at 46th IEEE Conference on Decision and Control, New Orleans, USA, . https://doi.org/10.1109/CDC.2007.4434006