Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 48th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2016, FUKUOKA)
Non-Gaussian Estimation of Nonlinear Continuous-discrete Models: Application of Ensemble Kalman Filter
Masaya MurataKaoru Hiramatsu
Author information
JOURNAL FREE ACCESS

2017 Volume 2017 Pages 182-185

Details
Abstract

Ensemble Kalman filter, representing a sub-optimal non-Gaussian filter, for nonlinear continuous-discrete models is investigated. We formulate the filtering algorithm based on multiple distribution estimation and a bank of extended Kalman filters. The simulation study on satellite re-entry is also provided.

Content from these authors
© 2017 ISCIE Symposium on Stochastic Systems Theory and Its Applications
Previous article Next article
feedback
Top