Gaussian filter for nonlinear systems with correlated noises at the same epoch

DOI10.1016/j.automatica.2015.06.035zbMath1331.93201OpenAlexW2180842018MaRDI QIDQ900204

Xiaoxu Wang, Lin Zhao, Yu-Long Huang, Yong-Gang Zhang

Publication date: 21 December 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.06.035

zbMATH Keywords

nonlinear systemsstate estimationGaussian filtercorrelated noises at the same epoch

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (7)

Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ Event-triggered nonlinear filtering for networked systems with correlated noises ⋮ Stochastic event-triggered remote state estimation over Gaussian channels without knowing triggering decisions: a Bayesian inference approach ⋮ Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering ⋮ Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises ⋮ Design of high-degree Student's \(t\)-based cubature filters ⋮ Event based estimation with correlated noises

Cites Work

• A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• General equivalence between two kinds of noise-correlation filters
• Comments on ``A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• Cubature Kalman Filters

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