Recursive Elimination Method in Moving Horizon Estimation for a Class of Nonlinear Systems and Non-Gaussian Noise
This paper proposes a recursive elimination method for optimal filtering problems of a class of discrete-time nonlinear systems with non-Gaussian noise. By this method, most of the computations to solve an optimal filtering problem can be carried out off-line by using symbolic computation based on t...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-11-01
|
| Series: | SICE Journal of Control, Measurement, and System Integration |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.9746/jcmsi.13.282 |