Title :
Unscented Kalman-Bucy filtering for nonlinear continuous-time systems with multiple delayed measurements
Author :
Yucheng Zhou ; Jiahe Xu ; Yuanwei Jing ; Dimirovski, G.M.
Author_Institution :
Dept. of Res. Inst. of Wood Ind., Chinese Acad. of Forestry, Beijing, China
fDate :
June 30 2010-July 2 2010
Abstract :
The unscented Kalman-Bucy filter (UKBF) is developed to nonlinear continuous-time systems with multiple delayed measurements. An explicit and simpler solution to the unscented Kalman-Bucy filtering problem is presented for such systems. The approach applied is the reorganized innovation analysis. The obtained UKBF is given in terms of Riccati differential equations. A numerical example is given to demonstrate the proposed approach.
Keywords :
Kalman filters; Riccati equations; continuous time systems; delays; differential equations; nonlinear control systems; Riccati differential equations; multiple delayed measurements; nonlinear continuous-time systems; reorganized innovation analysis; unscented Kalman-Bucy filtering; Delay effects; Delay estimation; Delay systems; Differential equations; Filtering; Filters; Forestry; Nonlinear systems; Riccati equations; Technological innovation;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530724
