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

Yilong Huang, Honggang Zhang, Xiaoxu Wang, Lin Zhao

• 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.