화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.39, No.8, 1617-1620, 1994
Conditionally Minimax Algorithm for Nonlinear-System State Estimation
In this note, a method of conditionally minimax nonlinear filtering (CMNF) of processes in nonlinear stochastic discrete-time controlled systems is proposed. The CMNF is derived by means of local nonparametric optimization of the filtering process given the class of admissible filters. Sufficient conditions for the existence of the CMNF are considered, and the properties of CMNF estimates are investigated. Results of the CMNF application to control and identification problems are presented.