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PROPERTIES OF THE CHARACTERISTIC FUNCTION GENERATOR OF THE TWO-STATE CAUCHY ESTIMATOR

机译:双态Cauchy估算器特征函数发生器的特性

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摘要

In order to better capture impulsive noises in dynamic systems, a state estimator in the presence of Cauchy distributed process and measurement noises has been studied in recent years. The Cauchy estimator is determined by expressing in closed form the characteristic function (CF) of the unnormalized conditional probability density functions of the states given measurement history. The CF is comprised of a sum of exponentials multiplied by a coefficient, both being nonlinear functions of the measurements and the spectral variable. In this paper, we uncover important properties of the exponential terms in the CF for the two-state Cauchy estimator. These properties can be used to simplify the estimator structure significantly.
机译:为了更好地捕获动态系统中的冲动噪声,近年来研究了Cauchy分布式过程和测量噪声的状态估计。 Cauchy估计器通过以封闭形式表示的特征函数(CF)来确定,该特征函数(CF)给定测量历史的状态的状态概率密度函数。 CF由乘以系数乘以系数的指数和,这两者都是测量的非线性函数和光谱变量。 在本文中,我们发现双态Cauchy估算器中CF中指数术语的重要属性。 这些属性可用于显着简化估计器结构。

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