General equivalence between two kinds of noise-correlation filters

DOI10.1016/j.automatica.2014.10.040zbMath1309.93171OpenAlexW2027794666MaRDI QIDQ2342469

Quan Pan, Xiaoxu Wang, Yan Liang, Zengfu Wang

Publication date: 28 April 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.10.040

zbMATH Keywords

equivalencenonlinear systemcorrelated noisesde-coupling filtering frameworkGASF framework

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ Event-triggered nonlinear filtering for networked systems with correlated noises ⋮ Gaussian filter for nonlinear systems with correlated noises at the same epoch ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises

Cites Work

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• A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• Sparse-grid quadrature nonlinear filtering
• Introduction to stochastic control theory
• Comments on ``A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Gaussian filters for nonlinear filtering problems
• Cubature Kalman Filters
• New developments in state estimation for nonlinear systems

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