Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference

DOI10.1016/j.jfranklin.2014.10.017zbMath1307.93393OpenAlexW1971327569MaRDI QIDQ2263661

Kerim Demirbaş

Publication date: 19 March 2015

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2014.10.017

zbMATH Keywords

discrete nonlinear dynamic systemsauxiliary sampling importance resampling (ASIR) particle filterdiscrete noise approximation, state quantizationmultiple composite hypothesis testingonline state estimationrecursive state filtering and prediction scheme (PR)sampling importance resampling (SIR) particle filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57)

Related Items

Tracking control of a piezo-hydraulic actuator using input-output linearization and a cascaded extended Kalman filter structure

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust \(\mathcal H_\infty\) filtering for nonlinear stochastic systems with uncertainties and Markov delays
• Robust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effects
• \(H_\infty \) filtering for nonlinear discrete-time stochastic systems with randomly varying sensor delays
• High-degree cubature Kalman filter
• A stack sequential decoding-based smoothing algorithm for dynamic systems with interference
• A new real-time suboptimum filtering and prediction scheme for general nonlinear discrete dynamic systems with Gaussian or non-Gaussian noise
• Cubature Kalman Filters
• Receding-Horizon Nonlinear Kalman (RNK) Filter for State Estimation
• A state prediction scheme for discrete time nonlinear dynamic systems