Nonlinear estimation applying an unscented transformation in systems with correlated uncertain observations

Applied Mathematics and Computation

Volumn 217, Issue 20, 2011, Pages 7998-8009

  Hermoso Carazo, A ^a   Linares Perez J ^a  

^a UNIVERSITY OF GRANADA   (Spain)

Author keywords

Extended Kalman filter; Nonlinear systems; Uncertain observations; Unscented Kalman filter

Indexed keywords

BERNOULLI RANDOM VARIABLES; DISCRETE SIGNAL; LEAST SQUARE; NON-LINEAR ESTIMATION; NONLINEAR FUNCTIONS; NUMERICAL SIMULATION; RANDOM NOISE; RECURSIVE APPROXIMATION; STATE FILTER; STATE VECTOR; UNCERTAIN OBSERVATIONS; UNSCENTED KALMAN FILTER; UNSCENTED TRANSFORMATIONS;

ALGORITHMS; KALMAN FILTERS; LEAST SQUARES APPROXIMATIONS; RANDOM VARIABLES;

MATHEMATICAL TRANSFORMATIONS;

EID: 79956080314     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2011.02.104     Document Type: Article

References (13)

1. C.K. Chui, and G. Chen Kalman Filtering with Real-Time Applications 1987 Springer Verlag New York
2. D. Simon Optimal State Estimation, Kalman, H and Nonlinear Approaches 2006 John Wiley & Sons, Inc. New Jersey
3. S. Nakamori Design of estimators using covariance information in discrete-time stochastic systems with nonlinear observation mechanism IEICE Transactions on Fundamentals E82-A 7 1999 1292 1304
4. K. Ito, and K. Xiong Gaussian filters for nonlinear filtering problems IEEE Transactions on Automatic Control 45 5 2000 910927
5. J.H. Kotecha, and P.M. Djurić Gaussian particle filtering IEEE Transactions on Signal Processing 51 10 2003 2592 2601
6. S.J. Julier, and J.K. Uhlmann Unscented filtering and nonlinear estimation Proceedings of IEEE 92 3 2004 401422
7. F. Daum Nonlinear filters: Beyond the Kalman filter IEEE Aerospace and Electronic Systems Magazine 20 8 2005 57 69
8. N. Nahi Optimal recursive estimation with uncertain observation IEEE Transactions on Information Theory 15 1969 457 462
9. S. Nakamori, R. Caballero-Aguila, A. Hermoso-Carazo, and J. Linares-Pérez Fixed-interval smoothing algorithm based on covariances with correlation in the uncertainty Digital Signal Processing 15 2005 207 221 (Pubitemid 40259600)
10. W. NaNacara, and E.E. Yaz Recursive estimator for linear and nonlinear systems with uncertain observations Signal Processing 62 1997 215 228 (Pubitemid 127413031)
11. A. Hermoso-Carazo, and J. Linares-Pérez Different approaches for state filtering in nonlinear systems with uncertain observations Applied Mathematics and Computation 187 2007 708 724 (Pubitemid 46627862)
12. S. Nakamori, R. Caballero-Águila, A. Hermoso-Carazo, J. Jiménez-López, J. Linares-Pérez, and Signal estimation with nonlinear uncertain observations using covariance information Journal of Statistical Computation and Simulation 79 1 2009 55 66
13. K. Xiong, H.Y. Zhang, and C.V. Chan Performance evaluation of UKF-based nonlinear filtering Automatica 42 2006 261 270 (Pubitemid 41828186)