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...
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Published in | Mathematical Problems in Engineering Vol. 2009; no. 1; pp. 395 - 403-122 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Hindawi Limiteds
01.01.2009
Hindawi Publishing Corporation |
Online Access | Get full text |
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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. |
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ISSN: | 1024-123X 1563-5147 |
DOI: | 10.1155/2009/681593 |