Nonlinear Gaussian Filter with Multi-Step Colored Noise

Actuators

Shouzhao Sheng¹  Yidi Teng¹  Yubin Zheng² 

[1] College of Automation Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China;Institute of Changshu, Dalian University of Technology, Changshu 215500, China;

关键词: nonlinear Gaussian filter;    state estimation;    colored noise;   

DOI  :  10.3390/act11040103

来源: DOAJ

【 摘 要 】

Color noise is a special kind of noise often occurring in localization systems, and it is more suitable than the general Gaussian white noise to model time dependence due to time delay or high-frequency sampling. This paper derives a nonlinear Gaussian filtering framework for multi-step colored noise systems using noise whitening techniques and Bayes rule. Meanwhile, the cubature rule is used to solve the Gaussian-weighted integral in the proposed Gaussian filtering framework, resulting in an analytic form of posterior state estimate. Compared with the existing nonlinear filtering algorithms, the proposed method has obvious advantages in colored noise systems because it fully takes into account the time dependence of colored noise. Finally, the effectiveness and advantages of the proposed algorithm are verified with a classical target tracking system.

【 授权许可】

Unknown