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Start Over Author "Wang, Xiaoxu" Topic comparative studies Journal automatica

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

Author

Huang, Yulong, Zhang, Yonggang, Wang, Xiaoxu, and Zhao, Lin

Subjects
*GAUSSIAN processes, *NONLINEAR systems, *RANDOM noise theory, *DYNAMICAL systems, *COMPUTER simulation, *COMPARATIVE studies
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. [ABSTRACT FROM AUTHOR]

Published
2015
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