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We propose a filter for piecewise affine state-space models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distributions. The proposed filter approximates the… Click to show full abstract
We propose a filter for piecewise affine state-space models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distributions. The proposed filter approximates the mixture with a single normal distribution via moment matching. The proposed algorithm is compared with the extended Kalman filter (EKF) in a numerical simulation, where the proposed method obtains, on average, better root mean square error than the EKF.
Keywords:
state;
state space;
affine state;
piecewise affine;
space models
Journal Title: IEEE Signal Processing Letters
Year Published: 2017
Link to full text (if available)
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Journal Title: IEEE Signal Processing Letters
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!