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

• Yulong Huang ^[1] ; Yonggang Zhang ^[1] ; Xiaoxu Wang ^[2] ; Lin Zhao ^[1]
  1. [1] Harbin Engineering University

     Harbin Engineering University

     China

     
  2. [2] Northwestern Polytechnical University

     Northwestern Polytechnical University

     China

     
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 60, 2015, págs. 122-126
• Idioma: inglés
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• Resumen

  • 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.