The filter design based on multiple characteristic functions in nonlinear systems

The filter design for non-Gaussian systems has received considerable attention recently. However, it is difficult to do this because of its high computational complexity. For non-Gaussian systems, many filter design methods have been proposed based on Multiple characteristic functions. Unfortunately, these methods cannot be extended to the system that state is nonlinear. In this paper, we propose a filter design method for this system. The key of the proposed method is to linearize the state equation of the systems. Then we use the idea of filter based on characteristic functions. Finally, simulation results are presented to illustrate the effectiveness of the proposed method.