Abstract
A recursive filter for polynomial systems is derived, where the bound on the mean square estimation error is explicitly calculated. The derivation relies on the recently introduced theory of positive polynomials. The general form of the filter is similar to the extended Kalman filter, but the filter gain is calculated differently.
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Hexner, G., Rusnak, I., Weiss, H. (2015). A Guaranteed Bound Filter for Polynomial Systems. In: Choukroun, D., Oshman, Y., Thienel, J., Idan, M. (eds) Advances in Estimation, Navigation, and Spacecraft Control. ENCS 2012. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-44785-7_4
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DOI: https://doi.org/10.1007/978-3-662-44785-7_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-44784-0
Online ISBN: 978-3-662-44785-7
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