2012/03/23 by Srinivas Sridharan, Sridharan, Srinivas
Mathematics · #49L20 #90C56 #93E10 #FOS: Mathematics #Optimization and Control (math.OC) #math.OC #msc:49L20 #msc:90C56 #msc:93E10
paper · pdf · doi:10.48550/arxiv.1203.5289
6 pages, 5 figures
arxiv created 2012/03/26 · arxiv updated 2012/03/28
The design of deterministic filters can be cast as a problem of minimizing an associated cost function for an optimal control problem. Employing the min-plus linearity property of the dynamic programming operator (associated with the control problem) results in a computationally feasible approach (while avoiding linearization of the system dynamics/output). This article describes the salient features of this approach and a specific form of pruning/projection, based on clustering, which serves to facilitate the numerical efficiency of these methods.