Title :
Unscented Gaussian sum filtering for interval constrained nonlinear systems
Author :
Ishihara, Shinji ; Yamakita, Masaki
Author_Institution :
Dept. of Mech. & Control Eng., Tokyo Inst. of Technol., Tokyo, Japan
Abstract :
This paper addresses a state-estimation problem for nonlinear systems with non-Gaussian noise and interval constraints on the state vector. We proposed a new Gaussian sum filtering algorithm to deal with non-Gaussian noises. Validity of the proposed method is illustrated in a numerical example.
Keywords :
Gaussian noise; filtering theory; nonlinear control systems; state estimation; vectors; Gaussian sum filtering algorithm; interval constrained nonlinear systems; interval constraints; nonGaussian noise; state vector; state-estimation problem; unscented Gaussian sum filtering; Aerodynamics; Covariance matrix; Filtering; Filters; Gaussian noise; Linear approximation; Noise measurement; Nonlinear systems; Probability density function; State estimation; Gaussian sum filter; Unscneted Kalman filter; constrained estimation; nonlinear systems;
Conference_Titel :
ICCAS-SICE, 2009
Conference_Location :
Fukuoka
Print_ISBN :
978-4-907764-34-0
Electronic_ISBN :
978-4-907764-33-3
