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.


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    Titel :

    Novel suboptimal filter via higher order central moments


    Beteiligte:
    Xue Luo (Autor:in) / Yang Jiao (Autor:in) / Wen-Lin Chiou (Autor:in) / Yau, Stephen S.-T (Autor:in)


    Erscheinungsdatum :

    01.08.2016


    Format / Umfang :

    3120637 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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