Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems

Srinivas Sridharan

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arXiv · 1203.5289

Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems

Srinivas Sridharan

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Abstract

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.

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Srinivas Sridharan. 2012-03-26. Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems. https://arxiv.org/abs/1203.5289

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