Unscented Filtering from Delayed Observations with Correlated Noises

A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by...

Full description

Saved in:
Bibliographic Details
Published inMathematical Problems in Engineering Vol. 2009; no. 1; pp. 395 - 403-122
Main Authors A. Hermoso-Carazo, J. Linares-Pérez
Format Journal Article
LanguageEnglish
Published Hindawi Limiteds 01.01.2009
Hindawi Publishing Corporation
Online AccessGet full text

Cover

More Information
Summary:A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.
ISSN:1024-123X
1563-5147
DOI:10.1155/2009/681593