@inproceedings{3afb4dd347f6428dbfe2dfcc26387727,
title = "A Novel Filtering Method for Hammerstein-Wiener State-Space Systems",
abstract = "In this paper, we develop a novel filtering algorithm for Hammerstein-Wiener State-Space Systems. The likelihood function of the noisy nonlinear output signal given the system state is approximated by a Gaussian-Legendre quadrature rule. This approximation produces an explicit model of this likelihood function with a Gaussian Sum structure. Based on the general Bayesian filtering framework, we develop a Gaussian Sum Filter algorithm to obtain the a posteriori probability density function of the state given the current and past nonlinear output. With the characterization of the a posteriori probability function, we can obtain the associated statistics of the state. Finally, we present numerical examples to illustrate the benefits of our proposal.",
keywords = "Gaussian quadrature, Gaussian sum filter, Hammerstein-Wiener systems, State estimation",
author = "Cedeno, {Angel L.} and Rodrigo Carvajal and Aguero, {Juan C.}",
note = "Publisher Copyright: {\textcopyright} 2021 IEEE.; 2021 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2021 ; Conference date: 06-12-2021 Through 09-12-2021",
year = "2021",
doi = "10.1109/CHILECON54041.2021.9702967",
language = "English",
series = "2021 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2021",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2021 IEEE CHILEAN Conference on Electrical, Electronics Engineering, Information and Communication Technologies, CHILECON 2021",
}