Stochastic EM algorithm for nonlinear state estimation with model uncertainties

Author(s):  
Amin Zia ◽  
Thiagalingam Kirubarajan ◽  
James P. Reilly ◽  
Shahram Shirani
2008 ◽  
Vol 56 (3) ◽  
pp. 921-936 ◽  
Author(s):  
Amin Zia ◽  
Thia Kirubarajan ◽  
James P. Reilly ◽  
Derek Yee ◽  
Kumaradevan Punithakumar ◽  
...  

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.


AIChE Journal ◽  
1979 ◽  
Vol 25 (4) ◽  
pp. 718-720 ◽  
Author(s):  
M. A. Soliman ◽  
W. Harmon Ray

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