Unscented Filtering from Delayed Observations with Correlated Noises

Hermoso-Carazo, Aurora; Linares-Pérez, Josefa

doi:10.1155/2009/681593

HermosoCarazo_Noises.pdf (1.849Mb)

Identificadores

URI: http://hdl.handle.net/10481/33096

DOI: 10.1155/2009/681593

ISSN: 1024-123X

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Editorial

Hindawi Publishing Corporation

Materia

Filtering algorithm

Nonlinear system

Noisy measurements

Bernoulli

Date

2009

Referencia bibliográfica

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]

Sponsorship

This 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.

Abstract

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.

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