Dynamic Estimation of Linear Systems Constrained by Bounds

André Monin (1)

1 LAAS - Laboratoire d'analyse et d'architecture des systèmes

This correspondence deals with the minimum variance estimation of a Gaussian process constrained by bounds. A special truncated Gaussian probability is shown to be fairly well adapted to this filtering scheme as its set is linearly closed with respect to convolution and multiplication operations.

Domaines: Automatique / Robotique

André Monin. Dynamic Estimation of Linear Systems Constrained by Bounds. IEEE Transactions on Signal Processing, 2009, 57 (10), pp.4095 - 4099. ⟨10.1109/TSP.2009.2021697⟩. ⟨hal-02915725⟩