A new real-time suboptimum filtering and prediction scheme for general nonlinear discrete dynamic systems with Gaussian or non-Gaussian noise

DOI10.1080/00207721003653682zbMath1260.93159OpenAlexW2108090632MaRDI QIDQ4909018

Kerim Demirbaş

Publication date: 12 March 2013

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721003653682

zbMATH Keywords

predictiontrackingestimationnonlinear filteringfilteringparticle filtersnonlinear estimationonline predictionreal-time estimationnonlinear predictionnonlinear trackingonline filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference ⋮ Particle filter for state estimation of jump Markov nonlinear system with application to multi-targets tracking

Cites Work

• Optimum decoding-based smoothing algorithm for dynamic systems
• A stack sequential decoding-based smoothing algorithm for dynamic systems with interference
• Filtering via Simulation: Auxiliary Particle Filters
• A state prediction scheme for discrete time nonlinear dynamic systems