Gaussian filter for nonlinear systems with correlated noises at the same epoch

被引：43

作者：

Huang, Yulong ^{[1
]}

Zhang, Yonggang ^{[1
]}

Wang, Xiaoxu ^{[2
]}

Zhao, Lin ^{[1
]}

机构：

[1] Harbin Engn Univ, Dept Automat, Harbin 150001, Peoples R China

[2] Northwestern Polytech Univ, Sch Automat, Xian 710072, Shanxi, Peoples R China

来源：

AUTOMATICA | 2015年 / 60卷

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

State estimation; Gaussian filter; Correlated noises at the same epoch; Nonlinear systems; APPROXIMATION RECURSIVE FILTER;

D O I：

10.1016/j.automatica.2015.06.035

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications. (C) 2015 Elsevier Ltd. All rights reserved.

引用

页码：122 / 126

页数：5

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