Dynamic Estimation of Linear Systems Constrained by Bounds
Résumé
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
Origine : Fichiers produits par l'(les) auteur(s)
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