Sequential detection approach to state estimation of linear systems driven by self-excited point processes

M. A. Ingram*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

A sequential detection scheme is used to determine the approximate occurrence times of impulses in a self-excited point process which drives a scalar linear system. Observations of the state are corrupted by additive white Gaussian noise. The state estimate is constructed on the basis of the detected impulses. The approach was chosen because of its explicit dependence on a priori statistics. This dependence is highly desirable, given the elaborate input model assumed.

Original languageEnglish (US)
Pages (from-to)2334-2335
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1988

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

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