Unscented filtering from delayed observations with correlated noises (Q1036429)

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scientific article; zbMATH DE number 5632524
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    Unscented filtering from delayed observations with correlated noises
    scientific article; zbMATH DE number 5632524

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      Unscented filtering from delayed observations with correlated noises (English)
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      13 November 2009
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      Summary: A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.
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      filtering algorithm
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      nonlinear system
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      Bernoulli random variables
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