Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第44回ISCIE「確率システム理論と応用」国際シンポジウム(2012年11月, 東京)
Further Investigation of a Gaussian Sum Filter Based on Stochastic Equivalent Linearization
S. SugimotoY. KuboM. Ohashi
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ジャーナル フリー

2013 年 2013 巻 p. 1-8

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We had proposed a stochastic (or statistical) Equivalent linearization - Gaussian Sum Filter (abbreviated as EqGS Filter) for discrete time nonlinear Systems. Subsequently, in this paper, we investigate and show the 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 required to design the EqGS filter.
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© 2013 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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