Particle Smoother For Nonlinear Systems With Colored Measurement Noises

被引：0
|
作者：
Huang Yulong [1 ]
Zhang Yonggang [1 ]
Wu Zhemin [2 ]
Li Ning [1 ]
机构：
[1] Harbin Engn Univ, Dept Automat, Harbin 150001, Peoples R China
[2] Harbin Inst Technol, Dept Instrumental Sci & Technol, Harbin 150001, Peoples R China
来源：
PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016 | 2016年
基金：
中国国家自然科学基金;
关键词：
Particle Smoother; Colored Measurement Noise; Bayesian Smoothing; Nonlinear and Non-Gaussian System;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, a new particle smoother (PS) is proposed to solve the nonlinear and non-Gaussian smoothing problem of nonlinear systems with colored measurement noises based on measurement differencing scheme. The proposed PS has the same computational complexity as standard PS designed for nonlinear systems with white measurement noises. The superior performance of the proposed PS as compared with existing methods is illustrated in a numerical example concerning passive ranging problem.
引用
收藏
页码：4798 / 4802
页数：5
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