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Nonlinear Stochastic Differential-Algebraic Equations with Application to Particle Filtering
Linköping University, The Institute of Technology. Linköping University, Department of Electrical Engineering, Automatic Control.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2006 (English)In: Proceedings of the 45th IEEE Conference on Decision and Control, 2006, 6630-6635 p.Conference paper, Published paper (Refereed)
Abstract [en]

Differential-algebraic equation (DAE) models naturally arise when modeling physical systems from first principles. To be able to use such models for state estimation procedures such as particle filtering, it is desirable to include a noise model. This paper discusses well-posedness of differential-algebraic equations with noise models, here denoted stochastic differential-algebraic equations. Since the exact conditions are rather involved, approximate implementation methods are also discussed. It is also discussed how a particle filter can be implemented for DAE models, and how the approximate implementation methods can be used for particle filtering. Finally, the particle filtering methods are exemplified by implementation of a particle filter for a DAE model.

Place, publisher, year, edition, pages
2006. 6630-6635 p.
Keyword [en]
Differential-algebraic equations, Particle filtering
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-36890DOI: 10.1109/CDC.2006.377135Local ID: 32866ISBN: 1-4244-0171-2 (print)OAI: oai:DiVA.org:liu-36890DiVA: diva2:257739
Conference
45th IEEE Conference on Decision and Control, San Diego, CA, USA, December, 2006
Available from: 2009-10-10 Created: 2009-10-10 Last updated: 2013-09-15

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Gerdin, MarkusSjöberg, Johan

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
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  • Other style
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  • de-DE
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  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
  • html
  • text
  • asciidoc
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