کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
563852 875539 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Continuous-time and continuous–discrete-time unscented Rauch–Tung–Striebel smoothers
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Continuous-time and continuous–discrete-time unscented Rauch–Tung–Striebel smoothers
چکیده انگلیسی

This article considers the application of the unscented transformation to approximate fixed-interval optimal smoothing of continuous-time non-linear stochastic dynamic systems. The proposed methodology can be applied to systems, where the dynamics can be modeled with non-linear stochastic differential equations and the noise corrupted measurements are obtained continuously or at discrete times. The smoothing algorithm is based on computing the continuous-time limit of the recently proposed unscented Rauch–Tung–Striebel smoother, which is an approximate optimal smoothing algorithm for discrete-time stochastic dynamic systems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 90, Issue 1, January 2010, Pages 225–235
نویسندگان
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