Unscented Filtering from Delayed Observations with Correlated Noises
A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2009-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2009/681593 |
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Article |
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doaj-d1de05ef32e84a14a79d49c6927354e12020-11-25T01:19:57ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472009-01-01200910.1155/2009/681593681593Unscented Filtering from Delayed Observations with Correlated NoisesA. Hermoso-Carazo0J. Linares-Pérez1Departamento de Estadística, Universidad de Granada, Avda. Fuentenueva, 18071 Granada, SpainDepartamento de Estadística, Universidad de Granada, Avda. Fuentenueva, 18071 Granada, SpainA filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.http://dx.doi.org/10.1155/2009/681593 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
A. Hermoso-Carazo J. Linares-Pérez |
| spellingShingle |
A. Hermoso-Carazo J. Linares-Pérez Unscented Filtering from Delayed Observations with Correlated Noises Mathematical Problems in Engineering |
| author_facet |
A. Hermoso-Carazo J. Linares-Pérez |
| author_sort |
A. Hermoso-Carazo |
| title |
Unscented Filtering from Delayed Observations with Correlated Noises |
| title_short |
Unscented Filtering from Delayed Observations with Correlated Noises |
| title_full |
Unscented Filtering from Delayed Observations with Correlated Noises |
| title_fullStr |
Unscented Filtering from Delayed Observations with Correlated Noises |
| title_full_unstemmed |
Unscented Filtering from Delayed Observations with Correlated Noises |
| title_sort |
unscented filtering from delayed observations with correlated noises |
| publisher |
Hindawi Limited |
| series |
Mathematical Problems in Engineering |
| issn |
1024-123X 1563-5147 |
| publishDate |
2009-01-01 |
| description |
A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables. |
| url |
http://dx.doi.org/10.1155/2009/681593 |
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AT ahermosocarazo unscentedfilteringfromdelayedobservationswithcorrelatednoises AT jlinaresperez unscentedfilteringfromdelayedobservationswithcorrelatednoises |
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