Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Circuits Systems and...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Circuits Systems and Signal Processing
Article . 1988 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1988
Data sources: zbMATH Open
versions View all 2 versions
addClaim

On the optimal filtering problem for the cubic sensor

Authors: Steinberg, Y.; Bobrovsky, B. Z.; Schuss, Z.;

On the optimal filtering problem for the cubic sensor

Abstract

We consider the problem of optimal filtering of a scalar diffusion process measured by a monotone nonlinear sensor in a low-noise channel. The specific sensors considered are of the form \(h_ n(x)=| x|^ nsgn(x)\). This case represents a wide class of sensors with a critical inflection point,since it is the leading term in Taylor's expansion of the measurement function in the critical region. We give for the first time a formal asymptotic approximation of the conditional and of the mean square estimation errors of the optimal filter as interpolation formulas. We also construct an asymptotic approximation to the optimal filter and compare its performance with that of a constant gain filter.

Related Organizations
Keywords

Estimation and detection in stochastic control theory, optimal filtering, scalar diffusion process, asymptotic approximation, Series expansions (e.g., Taylor, Lidstone series, but not Fourier series), Diffusion processes, Filtering in stochastic control theory, Inference from stochastic processes and prediction

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    5
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Average
Top 10%
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!