On Filtering Methods for State-Space Systems having Binary Output Measurements

Angel L. Cedeño; Ricardo Albornoz; Rodrigo Carvajal; Boris I. Godoy; Juan C. Agüero

doi:10.1016/j.ifacol.2021.08.462

On Filtering Methods for State-Space Systems having Binary Output Measurements

Angel L. Cedeño, Ricardo Albornoz, Rodrigo Carvajal, Boris I. Godoy, Juan C. Agüero

Research output: Contribution to journal › Conference article › peer-review

5 Scopus citations

Abstract

In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state by using a Gaussian quadrature rule. This approximation naturally leads to a Gaussian Sum structure for the a posteriori density function. Our first algorithm is based on Gaussian Mixture models, and the second algorithm is based on Particle Filtering. Finally, we present numerical examples to illustrate the effectiveness of our proposal.

Original language	English
Pages (from-to)	815-820
Number of pages	6
Journal	IFAC-PapersOnLine
Volume	54
Issue number	7
DOIs	https://doi.org/10.1016/j.ifacol.2021.08.462
State	Published - 1 Jul 2021
Externally published	Yes
Event	19th IFAC Symposium on System Identification, SYSID 2021 - Padova, Italy Duration: 13 Jul 2021 → 16 Jul 2021

Keywords

Binary Quantizer
Gaussian Quadrature
Gaussian Sum Filter
Particle Filter
State Estimation

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10.1016/j.ifacol.2021.08.462

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title = "On Filtering Methods for State-Space Systems having Binary Output Measurements",

abstract = "In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state by using a Gaussian quadrature rule. This approximation naturally leads to a Gaussian Sum structure for the a posteriori density function. Our first algorithm is based on Gaussian Mixture models, and the second algorithm is based on Particle Filtering. Finally, we present numerical examples to illustrate the effectiveness of our proposal.",

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author = "Cede{\~n}o, {Angel L.} and Ricardo Albornoz and Rodrigo Carvajal and Godoy, {Boris I.} and Ag{\"u}ero, {Juan C.}",

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AU - Cedeño, Angel L.

AU - Albornoz, Ricardo

AU - Carvajal, Rodrigo

AU - Godoy, Boris I.

AU - Agüero, Juan C.

PY - 2021/7/1

Y1 - 2021/7/1

N2 - In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state by using a Gaussian quadrature rule. This approximation naturally leads to a Gaussian Sum structure for the a posteriori density function. Our first algorithm is based on Gaussian Mixture models, and the second algorithm is based on Particle Filtering. Finally, we present numerical examples to illustrate the effectiveness of our proposal.

AB - In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state by using a Gaussian quadrature rule. This approximation naturally leads to a Gaussian Sum structure for the a posteriori density function. Our first algorithm is based on Gaussian Mixture models, and the second algorithm is based on Particle Filtering. Finally, we present numerical examples to illustrate the effectiveness of our proposal.

KW - Binary Quantizer

KW - Gaussian Quadrature

KW - Gaussian Sum Filter

KW - Particle Filter

KW - State Estimation

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DO - 10.1016/j.ifacol.2021.08.462

M3 - Conference article

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SN - 1474-6670

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EP - 820

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 7

T2 - 19th IFAC Symposium on System Identification, SYSID 2021

Y2 - 13 July 2021 through 16 July 2021

ER -

On Filtering Methods for State-Space Systems having Binary Output Measurements

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Keywords

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