Non-Gaussian Filters for Nonlinear Continuous-Discrete Models
In this paper, we propose using an ensemble Kalman filter (EnKF) and particle filters (PFs) to obtain superior state estimation accuracy for nonlinear continuous-discrete models. We discretize the Ito-type stochastic differential system model by means of the usual procedure and suppress the approxim...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-03-01
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| Series: | SICE Journal of Control, Measurement, and System Integration |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.9746/jcmsi.10.53 |