Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems

Details Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems Min-Plus approaches and Cluster Based Pruning for Filtering in Nonlinear Systems

2012-03-23

arxiv.org/abs/1203.5289v2

Mathematics

Optimization and Control

6 pages, 5 figures

Scientific paper

The design of deterministic filters can be cast as a problem of minimizing an associated cost function for an optimal control problem. Employing the min-plus linearity property of the dynamic programming operator (associated with the control problem) results in a computationally feasible approach (while avoiding linearization of the system dynamics/output). This article describes the salient features of this approach and a specific form of pruning/projection, based on clustering, which serves to facilitate the numerical efficiency of these methods.

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