Novel Suboptimal Filter via Higher Order Central Moments

Xue Luo Beihang University Yang Jiao University of Illinois at Chicago Wen-Lin Chiou Fu-Jen University Stephen S.-T. Yau Tsinghua University

Optimization and Control mathscidoc:1611.27003

IEEE Transactions on Aerospace and Electronic Systems, 52, (4), 2030-2038, 2016.8
In this paper, we construct a new suboptimal filter by deriving the Ito's stochastic differential equations of the estimation of higher order central moments satisfy and imposing some conditions to form a closed system. The essentially infinite-dimensional cubic sensor problem has been investigated in detail numerically to illustrate the reasonableness of the imposed conditions, and the numerical experiments support our discussion. A 2-dimensional polynomial filtering problem has also been experimented.
nonlinear filtering, suboptimal method, higher central moments
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@inproceedings{xue2016novel,
  title={Novel Suboptimal Filter via Higher Order Central Moments},
  author={Xue Luo, Yang Jiao, Wen-Lin Chiou, and Stephen S.-T. Yau},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20161126015646529242658},
  booktitle={IEEE Transactions on Aerospace and Electronic Systems},
  volume={52},
  number={4},
  pages={2030-2038},
  year={2016},
}
Xue Luo, Yang Jiao, Wen-Lin Chiou, and Stephen S.-T. Yau. Novel Suboptimal Filter via Higher Order Central Moments. 2016. Vol. 52. In IEEE Transactions on Aerospace and Electronic Systems. pp.2030-2038. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20161126015646529242658.
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