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 journalConference articlepeer-review

2 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 languageEnglish
Pages (from-to)815-820
Number of pages6
JournalIFAC-PapersOnLine
Volume54
Issue number7
DOIs
StatePublished - 1 Jul 2021
Externally publishedYes
Event19th IFAC Symposium on System Identification, SYSID 2021 - Padova, Italy
Duration: 13 Jul 202116 Jul 2021

Keywords

  • Binary Quantizer
  • Gaussian Quadrature
  • Gaussian Sum Filter
  • Particle Filter
  • State Estimation

Fingerprint

Dive into the research topics of 'On Filtering Methods for State-Space Systems having Binary Output Measurements'. Together they form a unique fingerprint.

Cite this