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 impose 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 two-dimensional polynomial filtering problem has also been experimented.
Novel suboptimal filter via higher order central moments
IEEE Transactions on Aerospace and Electronic Systems ; 52 , 4 ; 2030-2038
01.08.2016
3120637 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Multisensor Suboptimal Fusion Student's $t$ Filter
IEEE | 2023
|A suboptimal approximation to the Kalman filter
NTRS | 1969
|A Suboptimal Approximation to the Kalman Filter
NTIS | 1969
|A suboptimal approximation to the Kalman filter
TIBKAT | 1969
|