Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
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Further Investigation of a Gaussian Sum Filter Based on Stochastic Equivalent Linearization
Sueo SugimotoYukihiro KuboMasaharu Ohashi
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2013 Volume 26 Issue 11 Pages 415-424

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Abstract

We proposed a stochastic (or statistical) Equivalent linearization - Gaussian Sum Filter(: EqGSFilter) for discrete time nonlinear Systems. Subsequently, in this paper, we investigate and showthe further results related to the EqGS Filter. Especially we discuss a method to apply Gauss-Hermite quadrature rules for evaluation of the conditional expected values of the quantities requiredto design the EqGS filter. Finally, we show the estimation results of AR modeling comparison withthe extended Kalman and the equivalent linearization filters.

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© 2013 The Institute of Systems, Control and Information Engineers
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