Unscented Filtering from Delayed Observations with Correlated Noises
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Hindawi Publishing Corporation
Filtering algorithmNonlinear systemNoisy measurementsBernoulli
Hermoso-Carazo, A.; Linares-Pérez, J. Unscented Filtering from Delayed Observations with Correlated Noises. Mathematical Problems in Engineering, 2009: 681593 (2009). [http://hdl.handle.net/10481/33096]
SponsorshipThis work has been partially supported by the Ministerio de Ciencia e Innovación and the Junta de Andalucía through Projects MTM2008-05567 and P07-FQM-02701, respectively.
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.