Unscented filtering from delayed observations with correlated noises

DOI10.1155/2009/681593zbMath1179.93160OpenAlexW2025392902WikidataQ58649439 ScholiaQ58649439MaRDI QIDQ1036429

Josefa Linares-Pérez, Aurora Hermoso-Carazo

Publication date: 13 November 2009

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/45882

zbMATH Keywords

nonlinear systemBernoulli random variablesfiltering algorithm

Mathematics Subject Classification ID

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

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Cites Work

• \(H_{\infty }\) filtering for discrete-time systems with randomly varying sensor delays
• Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems
• Minimum variance generalized state estimators for multiple sensors with different delay rates
• Extended and unscented filtering algorithms using one-step randomly delayed observations
• Optimal filtering with random sensor delay, multiple packet dropout and uncertain observations
• Nonlinear and non-gaussian state estimation: A quasi-optimal estimator