Randomized Approximations of the Image Set of Nonlinear Mappings with Applications to Filtering - Archive ouverte HAL Accéder directement au contenu
Communication Dans Un Congrès Année : 2015

Randomized Approximations of the Image Set of Nonlinear Mappings with Applications to Filtering

Résumé

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithms for approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a nonlinear function. We introduce minimum-volume approximations which have the characteristic of guaranteeing a low probability of violation, i.e., we admit for a probability that some points in the image set are not contained in the approximating set, but this probability is kept below a pre-specified threshold. In the second part of the paper, this idea is then exploited to develop a new family of randomized prediction-corrector filters. These filters represent a natural extension and rapprochement of Gaussian and set-valued filters, and bear similarities with modern tools such as particle filters.
Fichier principal
Vignette du fichier
filtering.pdf (1.2 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01180735 , version 1 (28-07-2015)

Identifiants

Citer

Fabrizio Dabbene, Didier Henrion, Constantino Lagoa, Pavel Shcherbakov. Randomized Approximations of the Image Set of Nonlinear Mappings with Applications to Filtering. IFAC Symposium on Robust Control Design (ROCOND 2015), Jul 2015, Bratislava, Russia. ⟨hal-01180735⟩
305 Consultations
32 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More