Tuesday, December 03, 2019, 12:00
Room 01-012, Georges-Köhler-Allee 102, Freiburg 79110, Germany
This talk will introduce an algebraic method to solve optimal filtering problems for discrete-time polynomial systems. Most of the computation in the proposed method is performed off-line using symbolic computation based on mathematical tools from algebraic geometry. Hence, the computational time required in the on-line part of this method is significantly reduced. This property is suitable for moving horizon estimation, where a certain optimal filtering problem is solved at each time step for different measured outputs.