Extended and unscented filtering algorithms using one-step randomly delayed observations

DOI10.1016/j.amc.2007.02.016zbMath1117.93070OpenAlexW2135722512WikidataQ59552474 ScholiaQ59552474MaRDI QIDQ2383874

Aurora Hermoso-Carazo, Josefa Linares-Pérez

Publication date: 19 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.016

zbMATH Keywords

extended Kalman filternonlinear stochastic systemsrandomly delayed observationsunscented Kalman filterLeast squares estimation

Mathematics Subject Classification ID

Related Items (18)

Robust and nonlinear control literature survey (No. 1) ⋮ Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises ⋮ Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems ⋮ Filtering and fault detection for nonlinear systems with polynomial approximation ⋮ Optimal linear estimator for discrete-time systems with random delays ⋮ A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements ⋮ Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems ⋮ Linear estimation for random delay systems ⋮ Recursive estimation of discrete-time signals from nonlinear randomly delayed observations ⋮ Distributed and centralized fusion estimation from multiple sensors with Markovian delays ⋮ Bayesian filter for nonlinear systems with randomly delayed and lost measurements ⋮ Particle filter with one-step randomly delayed measurements and unknown latency probability ⋮ Quadrature filters for one-step randomly delayed measurements ⋮ Linear optimal filtering for discrete-time systems with random jump delays ⋮ Unscented filtering from delayed observations with correlated noises ⋮ Optimal linear estimation for continuous stochastic systems with random observation delays ⋮ Linear estimation based on covariances for networked systems featuring sensor correlated random delays ⋮ Particle Smoother for Nonlinear Systems With One‐Step Randomly Delayed Measurements

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