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
相关论文
共 50 条
  • [41] Exactly solvable nonlinear model with two multiplicative Gaussian colored noises
    Vitrenko, AN
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2006, 359 : 65 - 74
  • [42] Decomposition and composition modeling algorithms for control systems with colored noises
    Xu, Ling
    Ding, Feng
    [J]. INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2024, 38 (01) : 255 - 278
  • [43] A fast algorithm for frequency estimation of power systems in colored noises
    Wu, JK
    Hang, NS
    [J]. Proceedings of the IEEE SoutheastCon 2004: EXCELLENCE IN ENGINEERING, SCIENCE, AND TECHNOLOGY, 2005, : 34 - 38
  • [44] Asymptotic optimality of approximate filters in stochastic systems with colored noises
    Le Breton, A
    Roubaud, MC
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2000, 39 (03) : 917 - 927
  • [45] Identification Method for Multichannel Multisensor ARMA Signal with Colored Measurement Noises
    Zhang, Ming Bo
    Sun, Xiao Jun
    [J]. ADVANCES IN MANUFACTURING TECHNOLOGY, PTS 1-4, 2012, 220-223 : 1922 - 1928
  • [46] Statistical digital filtration of continuous random processes with colored noises of measurement
    Detkov, AN
    [J]. JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL, 1997, 36 (01) : 51 - 56
  • [47] Kalman Estimators for Multi-sensor System with Colored Measurement Noises
    Qi, Wenjuan
    Wang, Shigang
    Meng, Tao
    [J]. PROCEEDINGS OF THE 32ND 2020 CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2020), 2020, : 3717 - 3722
  • [48] Weighted measurement fusion particle filter for nonlinear systems
    Li, Yun
    Sun, Shuli
    Hao, Gang
    [J]. Huazhong Keji Daxue Xuebao (Ziran Kexue Ban)/Journal of Huazhong University of Science and Technology (Natural Science Edition), 2019, 47 (02): : 115 - 120
  • [49] Estimation of wiener nonlinear systems with measurement noises utilizing correlation analysis and Kalman filter
    Li, Feng
    Qian, Shengyi
    He, Naibao
    Li, Bo
    [J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2024, 34 (07) : 4706 - 4718
  • [50] Consensus control for nonlinear multi-agent systems with packet dropouts and measurement noises
    Ren, Chang-E
    Chen, C. L. Philip
    Chen, Long
    [J]. IEEE ICCSS 2016 - 2016 3RD INTERNATIONAL CONFERENCE ON INFORMATIVE AND CYBERNETICS FOR COMPUTATIONAL SOCIAL SYSTEMS (ICCSS), 2016, : 125 - 130
12345