Static characteristics of nonlinear systems under presence of measurement noises

2012 ◽  
Author(s):  
R. Gessing
Keyword(s):  
Nonlinear Systems ◽  
Static Characteristics ◽  
Measurement Noises

Unscented Kalman Filtering for Nonlinear Systems with Colored Measurement Noises and One-Step Randomly Delayed Measurements

2019 ◽  
Vol 23 (2) ◽  
pp. 165-174
Author(s):  
Xinmei Wang ◽  
Zhenzhu Liu ◽  
Feng Liu ◽  
Wei Liu ◽  
◽  
...  
Keyword(s):  
Nonlinear Systems ◽  
Kalman Filtering ◽  
Sampling Method ◽  
Unscented Transformation ◽  
Markov Sequence ◽  
One Step ◽  
Delayed Measurements ◽  
Measurement Noises ◽  
Symmetric Sampling ◽  
Filtering Problem

Traditional unscented Kalman filtering (UKF) cannot solve the filtering problem for nonlinear systems with colored measurement noises and one-step randomly delayed measurements. To fix this problem, a new UKF algorithm is proposed in this paper. First, a system model with one-step randomly delayed measurements and colored measurement noises is established, wherein a first order Markov sequence model for whitening colored noises and an independently identical distributed Bernoulli variable for modeling one-step randomly delayed measurements is introduced. Second, an UKF is proposed for the above established models through unscented transformation by calculating the nonlinear states posterior mean and covariance based on the Bayesian filter framework. Specially, the proportional symmetric sampling method is used in the new UKF algorithm. Finally, the effectiveness and superiority of the proposed method is verified via simulation.

A robust fixed-interval smoother for nonlinear systems with non-stationary heavy-tailed state and measurement noises

2021 ◽  
Vol 180 ◽  
pp. 107898
Author(s):  
Mingming Bai ◽  
Yulong Huang ◽  
Guangle Jia ◽  
Yonggang Zhang
Keyword(s):  
Nonlinear Systems ◽  
Fixed Interval ◽  
Measurement Noises ◽  
Heavy Tailed
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