第48回ISCIE「確率システム理論と応用」国際シンポジウム(2016年11月, 福岡）
Non-Gaussian Estimation of Nonlinear Continuous-discrete Models: Application of Ensemble Kalman Filter
2017 年 2017 巻 p. 182-185
詳細
2017 年 2017 巻 p. 182-185
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.
