Unscented filtering from delayed observations with correlated noises

DOI10.1155/2009/681593zbMATH Open1179.93160OpenAlexW2025392902WikidataQ58649439 ScholiaQ58649439MaRDI QIDQ1036429FDOQ1036429

Authors: Aurora Hermoso-Carazo, Josefa Linares-Pérez 

Publication date: 13 November 2009

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/45882

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zbMATH Keywords

nonlinear systemBernoulli random variablesfiltering algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• \(H_{\infty }\) filtering for discrete-time systems with randomly varying sensor delays
• Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations
• Minimum variance generalized state estimators for multiple sensors with different delay rates
• Extended and unscented filtering algorithms using one-step randomly delayed observations
• Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems
• Nonlinear and non-gaussian state estimation: A quasi-optimal estimator

Cited In (12)

• Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems
• Covariance-based estimation from multisensor delayed measurements with random parameter matrices and correlated noises
• Title not available (Why is that?)
• UFIR filtering algorithm for linear discrete system with state delay
• Extended and unscented filtering algorithms using one-step randomly delayed observations
• A new estimation algorithm from measurements with multiple-step random delays and packet dropouts
• Unscented filtering algorithm for discrete-time systems with uncertain observations and state-dependent noise
• Unscented Tobit Kalman filtering for switched nonlinear systems with censored measurement
• Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
• Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises
• A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• An improved Gaussian filter with randomly delayed measurements and synchronously correlated noises

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