• DocumentCode
    1503376
  • Title

    Rao-Blackwellised unscented particle filtering for jump Markov non-linear systems: an H∞ approach

  • Author

    Li, Wenyuan ; Jia, Yunde

  • Author_Institution
    Dept. of Syst. & Control, Beihang Univ. (BUAA), Beijing, China
  • Volume
    5
  • Issue
    2
  • fYear
    2011
  • fDate
    4/1/2011 12:00:00 AM
  • Firstpage
    187
  • Lastpage
    193
  • Abstract
    In this study, a robust Rao-Blackwellised particle filter (RBPF) is proposed for jump Markov non-linear systems (JMNLSs) with unknown noise statistics. A non-linear filter is presented by applying the unscented transform technique in the H∞ setting, which is used to update the continuous-state particles in the RBPF framework. Moreover, a way to adaptively adjust the disturbance tolerance level for performance requirement is presented. Simulation results using the proposed approach are also presented.
  • Keywords
    H∞ control; Markov processes; noise; nonlinear control systems; particle filtering (numerical methods); statistics; H∞ approach; JMNLS; RBPF framework; Rao-Blackwellised unscented particle filtering; continuous state particles; disturbance tolerance level; jump Markov nonlinear system; noise statistics; nonlinear filter; performance requirement; unscented transform technique;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IET
  • Publisher
    iet
  • ISSN
    1751-9675
  • Type

    jour

  • DOI
    10.1049/iet-spr.2009.0306
  • Filename
    5755226
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1503376