Unscented Filtering from Delayed Observations with Correlated Noises

A. Hermoso-Carazo and J. Linares-Pérez

Mathematical Problems in Engineering, 2009, vol. 2009, 1-9

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.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:681593

DOI: 10.1155/2009/681593

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