Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems

DOI10.1016/J.AUTOMATICA.2017.03.041MaRDI QIDQ2409142zbMATH OpenOpenAlexFDO

Authors Chenglin Wen, Xingshuo Cheng, Daxing Xu, Chuanbo Wen

Publication date 11 October 2017

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.03.041

zbMATH Keywords

characteristic functionperformance indexnon-Gaussian systemfilter gainmultidimensional measurement

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†
• Digital synthesis of non-linear filters
• Distribution function tracking filter design using hybrid characteristic functions
• Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
• Filtering and fault detection for nonlinear systems with polynomial approximation
• Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises
• Stochastic processes and filtering theory
• \(H_\infty\) filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities

Cited in

(3)

• Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
• Distribution function tracking filter design using hybrid characteristic functions
• An estimation approach for linear stochastic systems based on characteristic functions

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