State estimation incorporating infrequent, delayed and integral measurements

DOI10.1016/j.automatica.2015.05.001zbMath1330.93219OpenAlexW1942111908WikidataQ57582600 ScholiaQ57582600MaRDI QIDQ895255

Yafeng Guo, Biao Huang

Publication date: 26 November 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.05.001

zbMATH Keywords

stabilitydelayunscented Kalman filterintegral measurementsmulti-rate filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Related Items (13)

Biased compensation recursive least squares-based threshold algorithm for time-delay rational models via redundant rule ⋮ \(H_\infty\) state estimation for multi-rate artificial neural networks with integral measurements: a switched system approach ⋮ Aitken based modified Kalman filtering stochastic gradient algorithm for dual-rate nonlinear models ⋮ Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs ⋮ Identification of dual‐rate sampled errors‐in‐variables systems with time delays ⋮ Dynamic event‐based recursive filtering for multirate systems with integral measurements over sensor networks ⋮ Auxiliary variable-based identification algorithms for uncertain-input models ⋮ Fault-tolerant control for linear parameter varying systems with integral measurements based on event-triggered mechanism ⋮ Expectation maximization identification algorithm for time-delay two-dimensional systems ⋮ Variational Bayesian approach for ARX systems with missing observations and varying time-delays ⋮ Global convergence of the EM algorithm for ARX models with uncertain communication channels ⋮ Robust estimation for LPV systems in the presence of non-uniform measurements ⋮ Bayesian state estimation in the presence of slow-rate integrated measurement

Cites Work

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• Stochastic stability of the unscented Kalman filter with intermittent observations
• Computational aspects of continuous-discrete extended Kalman-filtering
• Moving horizon estimation for switching nonlinear systems
• Performance evaluation of UKF-based nonlinear filtering
• Stochastic stability of the discrete-time extended Kalman filter
• A strong tracking extended Kalman observer for nonlinear discrete-time systems
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

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