On combining statistical and set-theoretic estimation

Citation
Ud. Hanebeck et al., On combining statistical and set-theoretic estimation, AUTOMATICA, 35(6), 1999, pp. 1101-1109
Citations number
11
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
35
Issue
6
Year of publication
1999
Pages
1101 - 1109
Database
ISI
SICI code
0005-1098(199906)35:6<1101:OCSASE>2.0.ZU;2-0
Abstract
We consider state estimation based on observations which are simultaneously corrupted by a deterministic amplitude-bounded unknown bias and a possibly unbounded random process, This problem is solved by developing a combined set-theoretic and Bayesian recursive estimator. The new estimator provides a continuous transition between both concepts in that it converges to a set -theoretic estimator when the stochastic error vanishes and to a Bayesian e stimator when the deterministic error vanishes. In the mixed noise case, th e new estimator supplies solution sets defined by bounds that are uncertain in a statistical sense. (C) 1999 Elsevier Science Ltd. All rights reserved .