Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises

DOI10.1016/J.AMC.2013.12.168zbMath1410.93131OpenAlexW2074694920MaRDI QIDQ1646201

Feng Yang, Chunhui Zhao, Yan Liang, Quan Pan, Xiaoxu Wang

Publication date: 22 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.168

zbMATH Keywords

nonlinear systemcorrelated noisesCKFgaussian filterrandomly delayed measurementspherical-radial rule

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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