Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements

المؤلفون المشاركون

He, Yonghui
Jiang, Jibin
Huang, Hischuan
Zhuo, Shufang
Wu, Yanfeng

المصدر

Discrete Dynamics in Nature and Society

العدد

المجلد 2018، العدد 2018 (31 ديسمبر/كانون الأول 2018)، ص ص. 1-12، 12ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2018-05-15

دولة النشر

مصر

عدد الصفحات

12

التخصصات الرئيسية

الرياضيات

الملخص EN

The locally optimal filter is designed for a class of discrete-time systems subject to stochastic nonlinearity functions, finite-step correlated noises, and missing measurements.

The multiplicative noises are employed to describe the random disturbances in the system model.

The phenomena of missing measurements occur in a random way and the missing probability is characterized by Bernoulli distributed random variables with known conditional probabilities.

Based on the projection theory, a class of Kalman-type locally optimal filter is constructed and the filtering error covariance matrix is minimized in the sense of minimum mean square error principle.

Also, by solving the recursive matrix equation, we can obtain the filter gain.

Finally, two examples are provided: one is a numerical example to illustrate the feasibility and effectiveness of the proposed filtering scheme; the other is to solve the problem of target estimation for a tracking system considering networked phenomena.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

He, Yonghui& Jiang, Jibin& Huang, Hischuan& Zhuo, Shufang& Wu, Yanfeng. 2018. Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements. Discrete Dynamics in Nature and Society،Vol. 2018, no. 2018, pp.1-12.
https://search.emarefa.net/detail/BIM-1152263

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

He, Yonghui…[et al.]. Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements. Discrete Dynamics in Nature and Society No. 2018 (2018), pp.1-12.
https://search.emarefa.net/detail/BIM-1152263

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

He, Yonghui& Jiang, Jibin& Huang, Hischuan& Zhuo, Shufang& Wu, Yanfeng. Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements. Discrete Dynamics in Nature and Society. 2018. Vol. 2018, no. 2018, pp.1-12.
https://search.emarefa.net/detail/BIM-1152263

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1152263