Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart

DOI10.1007/s00034-016-0256-0zbMath1345.93154OpenAlexW2281024414MaRDI QIDQ318579

Zhen Shi, Ning Li, Yu-Long Huang, Yong-Gang Zhang

Publication date: 5 October 2016

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-016-0256-0

zbMATH Keywords

nonlinear systemstate estimationcorrelated noises at one epoch apartGaussian approximate filterGaussian approximate smoother

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Data smoothing in stochastic control theory (93E14)

Related Items (5)

Robust Kalman filter with fading factor under state transition model mismatch and outliers interference ⋮ A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements ⋮ Design of high-degree Student's \(t\)-based cubature filters ⋮ Event based estimation with correlated noises ⋮ Huber-based adaptive unscented Kalman filter with non-Gaussian measurement noise

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