IEEE - Institute of Electrical and Electronics Engineers, Inc. - Generalized Iterated Kalman Filter and its Performance Evaluation

Author(s): Xiaoqing Hu ; Ming Bao ; Xiao-Ping Zhang ; Luyang Guan ; Yu-Hen Hu
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2015
Volume: 63
Page Count: 14
Page(s): 3,204 - 3,217
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/TSP.2015.2423266
Regular:

In this paper, we present a generalized iterated Kalman filter (GIKF) algorithm for state estimation of a nonlinear stochastic discrete-time system with state-dependent multiplicative observation... View More

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