文献类型：会议论文

英文题名：Unscented Kalman-Bucy Filtering for Nonlinear Continuous-time Systems with Multiple Delayed Measurements

作者：Zhou, Yucheng[1] Xu, Jiahe[1] Jing, Yuanwei[2] Dimirovski, Georgi M.[3,4]

第一作者：周玉成

通信作者：Zhou, YC[1]

机构：[1]Chinese Acad Forestry, Fac Engn, Dept Res, Inst Wood Ind, Beijing 100091, Peoples R China;[2]North Eastern Univ, Informat Sci & Engn, AH-110004 Shenyang, Peoples R China;[3]Dogus Univ, Fac Engn, TR-34772 Istanbul, Turkey;[4]SS Cyril & Methodius Univ, Fac FEIT, Skopje, North Macedonia

会议论文集：American Control Conference

会议日期：JUN 30-JUL 02, 2010

会议地点：Baltimore, MD

语种：英文

外文关键词：Electric filters - Kalman filters - Nonlinear systems - Riccati equations

年份：2010

摘要：tThe unscented Kalman-Bucy filter (UKBF) is developed to nonlinear continuous-time systems with multiple delayed measurements. An explicit and simpler solution to the unscented Kalman-Bucy filtering problem is presented for such systems. The approach applied is the reorganized innovation analysis. The obtained UKBF is given in terms of Riccati differential equations. A numerical example is given to demonstrate the proposed approach.