Ensemble Kalman filtering for nonlinear systems with multiple delayed measurements

摘要：

The ensemble Kalman filter (EnKF) is developed to nonlinear discrete-time systems with multiple delayed measurements. An explicit and simpler solution to the ensemble Kalman filtering problem is presented for such systems, which is slightly modified that the members of measurement ensemble are obtained from uncorrelated sensors in the system but not a Monte Carlo method. The approach applied is the reorganized innovation analysis. A numerical example with a bank-to-turn (BTT) missile autopilot model is given to demonstrate the proposed approach.

关键词： ensemble Kalman filter (EnKF) delayed measurements nonlinear systems discrete-time

作者: Yucheng Zhou Jiahe Xu Yuanwei Jing

作者单位: Department of Research Institute of Wood Industry Chinese Academy of Forestry, Beijing, 100091 Information Science and Engineering, Northeastern University, 110004, Shenyang, Liaoning

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 3314-3319

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）