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

Yulong Huang; Yonggang Zhang; Xiaoxu Wang; Lin Zhao

doi:10.1016/j.automatica.2015.06.035

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

Yulong Huang, Yonggang Zhang, Xiaoxu Wang, Lin Zhao

School of Automation

Harbin Engineering University

Research output: Contribution to journal › Article › peer-review

46 Scopus citations

Abstract

This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

Original language	English
Article number	6453
Pages (from-to)	122-126
Number of pages	5
Journal	Automatica
Volume	60
DOIs	https://doi.org/10.1016/j.automatica.2015.06.035
State	Published - 1 Oct 2015

Keywords

Correlated noises at the same epoch
Gaussian filter
Nonlinear systems
State estimation

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10.1016/j.automatica.2015.06.035

Cite this

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title = "Gaussian filter for nonlinear systems with correlated noises at the same epoch",

abstract = "This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.",

keywords = "Correlated noises at the same epoch, Gaussian filter, Nonlinear systems, State estimation",

author = "Yulong Huang and Yonggang Zhang and Xiaoxu Wang and Lin Zhao",

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AU - Zhang, Yonggang

AU - Wang, Xiaoxu

AU - Zhao, Lin

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N2 - This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

AB - This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

KW - Correlated noises at the same epoch

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KW - Nonlinear systems

KW - State estimation

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M3 - 文章

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VL - 60

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JO - Automatica

JF - Automatica

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ER -

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

Abstract

Keywords

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