General equivalence between two kinds of noise-correlation filters

Xiaoxu Wang; Yan Liang; Quan Pan; Zengfu Wang

doi:10.1016/j.automatica.2014.10.040

General equivalence between two kinds of noise-correlation filters

Xiaoxu Wang, Yan Liang, Quan Pan, Zengfu Wang

School of Automation

Northwestern Polytechnical University Xian

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

14 Scopus citations

Abstract

A recent comment (Chang, 2014) theoretically demonstrated that for the linear system with the correlated process and measurement noises, the GASF framework proposed in the paper Wang et al. (2012) was equivalent to the conventional de-coupling filtering framework. In this note, we would further show that such equivalence between the two frameworks can be justified in a more general way, even for the nonlinear system.

Original language	English
Pages (from-to)	3316-3318
Number of pages	3
Journal	Automatica
Volume	50
Issue number	12
DOIs	https://doi.org/10.1016/j.automatica.2014.10.040
State	Published - 1 Dec 2014

Keywords

Correlated noises
De-coupling filtering framework
Equivalence
GASF framework
Nonlinear system

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10.1016/j.automatica.2014.10.040

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abstract = "A recent comment (Chang, 2014) theoretically demonstrated that for the linear system with the correlated process and measurement noises, the GASF framework proposed in the paper Wang et al. (2012) was equivalent to the conventional de-coupling filtering framework. In this note, we would further show that such equivalence between the two frameworks can be justified in a more general way, even for the nonlinear system.",

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AU - Pan, Quan

AU - Wang, Zengfu

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N2 - A recent comment (Chang, 2014) theoretically demonstrated that for the linear system with the correlated process and measurement noises, the GASF framework proposed in the paper Wang et al. (2012) was equivalent to the conventional de-coupling filtering framework. In this note, we would further show that such equivalence between the two frameworks can be justified in a more general way, even for the nonlinear system.

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KW - De-coupling filtering framework

KW - Equivalence

KW - GASF framework

KW - Nonlinear system

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General equivalence between two kinds of noise-correlation filters

Abstract

Keywords

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