Filter Estimator Based on the Probability Distribution

In this paper, we propose a model of a parameter estimator filter for Black Box-type Stochastic Systems (BBSS), that is, only its inputs and outputs are known; considering its intrinsic properties observed in the second probability moment, in which the probability has the description of a specific d...

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Main Authors: Romeo Urbieta Parrazalez, Rosaura Palma Orozco, Maria Teresa Zagaceta Alvarez, Jose Luis Fernandez Munoz, Karen Alicia Aguilar Cruz
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10854470/
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author Romeo Urbieta Parrazalez
Rosaura Palma Orozco
Maria Teresa Zagaceta Alvarez
Jose Luis Fernandez Munoz
Karen Alicia Aguilar Cruz
author_facet Romeo Urbieta Parrazalez
Rosaura Palma Orozco
Maria Teresa Zagaceta Alvarez
Jose Luis Fernandez Munoz
Karen Alicia Aguilar Cruz
author_sort Romeo Urbieta Parrazalez
collection DOAJ
description In this paper, we propose a model of a parameter estimator filter for Black Box-type Stochastic Systems (BBSS), that is, only its inputs and outputs are known; considering its intrinsic properties observed in the second probability moment, in which the probability has the description of a specific distribution function relative to the random variables and the law of large numbers, allowing the stochastic system to be described with a Gaussian Distribution Function (GDF) and its linear transformation core in the Taylor series. Commonly, all estimates are assumed in the Second Moment of Probability (SMP) with equiprobable conditions, but in this case, a specific description of the Probability Distribution Function (PDF) is considered a priori, which is a contribution to the theory of digital filtering in estimation for signal reconstruction. The simulation of the parameter estimation is carried out for a given reference signal, maintaining the stability of the system in discrete time, and a comparison is made between the estimator based on the SMP and the PDF to observe the level of convergence, where the PDF approach has a better performance respect to the SMP one.
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issn 2169-3536
language English
publishDate 2025-01-01
publisher IEEE
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series IEEE Access
spelling doaj-art-358360325e734b83818b9e573c6fb9972025-01-31T23:05:14ZengIEEEIEEE Access2169-35362025-01-0113207132071910.1109/ACCESS.2025.353418010854470Filter Estimator Based on the Probability DistributionRomeo Urbieta Parrazalez0Rosaura Palma Orozco1https://orcid.org/0000-0003-0208-1644Maria Teresa Zagaceta Alvarez2https://orcid.org/0000-0003-1084-8569Jose Luis Fernandez Munoz3https://orcid.org/0000-0002-2039-3222Karen Alicia Aguilar Cruz4Laboratorio de Microtecnología y Sistemas Embebidos, CIC, Instituto Politécnico Nacional, Mexico City, MexicoLaboratorio Transdisciplinario de Investigación en Sistemas Evolutivos, ESCOM, Instituto Politécnico Nacional, Mexico City, MexicoCiencia de los Materiales, ESIME Azcapotzalco, Instituto Politécnico Nacional, Mexico City, MexicoPosgrado en Tecnología Avanzada, CICATA Legaria, Instituto Politécnico Nacional, Mexico City, MexicoAcademia de Computación, ESIME Zacatenco, Instituto Politécnico Nacional, Mexico City, MexicoIn this paper, we propose a model of a parameter estimator filter for Black Box-type Stochastic Systems (BBSS), that is, only its inputs and outputs are known; considering its intrinsic properties observed in the second probability moment, in which the probability has the description of a specific distribution function relative to the random variables and the law of large numbers, allowing the stochastic system to be described with a Gaussian Distribution Function (GDF) and its linear transformation core in the Taylor series. Commonly, all estimates are assumed in the Second Moment of Probability (SMP) with equiprobable conditions, but in this case, a specific description of the Probability Distribution Function (PDF) is considered a priori, which is a contribution to the theory of digital filtering in estimation for signal reconstruction. The simulation of the parameter estimation is carried out for a given reference signal, maintaining the stability of the system in discrete time, and a comparison is made between the estimator based on the SMP and the PDF to observe the level of convergence, where the PDF approach has a better performance respect to the SMP one.https://ieeexplore.ieee.org/document/10854470/Filter estimatordistribution functionstochastic systemsblack box
spellingShingle Romeo Urbieta Parrazalez
Rosaura Palma Orozco
Maria Teresa Zagaceta Alvarez
Jose Luis Fernandez Munoz
Karen Alicia Aguilar Cruz
Filter Estimator Based on the Probability Distribution
IEEE Access
Filter estimator
distribution function
stochastic systems
black box
title Filter Estimator Based on the Probability Distribution
title_full Filter Estimator Based on the Probability Distribution
title_fullStr Filter Estimator Based on the Probability Distribution
title_full_unstemmed Filter Estimator Based on the Probability Distribution
title_short Filter Estimator Based on the Probability Distribution
title_sort filter estimator based on the probability distribution
topic Filter estimator
distribution function
stochastic systems
black box
url https://ieeexplore.ieee.org/document/10854470/
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