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Unscented Filtering from Delayed Observations with Correlated Noises

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  • A. Hermoso-Carazo
  • J. Linares-Pérez

Abstract

A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.

Suggested Citation

  • A. Hermoso-Carazo & J. Linares-Pérez, 2009. "Unscented Filtering from Delayed Observations with Correlated Noises," Mathematical Problems in Engineering, Hindawi, vol. 2009, pages 1-9, August.
    • Handle: RePEc:hin:jnlmpe:681593
    DOI: 10.1155/2009/681593
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