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Optimum decoding based smoothing algorithm for dynamic systems with interference
Authors:KER?M DEM?RBAS  C T LEONDES
Affiliation:1. Department of Electrical Engineering and Computer Science , University of Illinois , Chicago, IL, 60680, U.S.A;2. Mechanical, Aerospace and Nuclear Engineering Department , University of California , 5532 Boelter Hall, Los Angeles, CA, 90024, U.S.A
Abstract:This paper presents a new smoothing algorithm for discrete models with arbitrary random interference. For the disturbance noise, observation noise and interference, only independency is required. Moreover, the motion and observation models are not restricted to be linear functions of the disturbance noise and interference. This algorithm estimates the states by reducing the smoothing problem to a multiple composite hypothesis testing problem, and then using the Viterbi decoding algorithm. Simulation results have shown that the new algorithm performs very well.
Keywords:
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