Start Date
9-4-2024 12:00 AM
Description
In this project, we construct an information filter associated with a linear continuous control system corrupted by some noise. Here, the system is defined in terms of a conformable derivative introduced by Khalil et al. in 2014. This time-weighted derivative shares many of the same properties as the classical derivative but lacks the usual semigroup property associated with the exponential. Mathematically, this conformable information filter is a backward-time counterpart of the recently constructed conformable Kalman filter. Here, the inverse of the error covariance associated with the Kalman filter becomes the information matrix for the information filter. The conformable information filter allows for smoothed estimates of the true state of our control system.
Recommended Citation
Hungerford, Sophia and Smith, Joseph E., "The Conformable Information Filter" (2024). 2024 Student Academic Showcase. 12.
https://digitalcommons.lindenwood.edu/src_2024/Posters/Session1/12
Included in
The Conformable Information Filter
In this project, we construct an information filter associated with a linear continuous control system corrupted by some noise. Here, the system is defined in terms of a conformable derivative introduced by Khalil et al. in 2014. This time-weighted derivative shares many of the same properties as the classical derivative but lacks the usual semigroup property associated with the exponential. Mathematically, this conformable information filter is a backward-time counterpart of the recently constructed conformable Kalman filter. Here, the inverse of the error covariance associated with the Kalman filter becomes the information matrix for the information filter. The conformable information filter allows for smoothed estimates of the true state of our control system.