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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    Title :

    Novel suboptimal filter via higher order central moments


    Contributors:
    Xue Luo (author) / Yang Jiao (author) / Wen-Lin Chiou (author) / Yau, Stephen S.-T (author)


    Publication date :

    2016-08-01


    Size :

    3120637 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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