<b>Further Investigation of a Gaussian Sum Filter Based on Stochastic Equivalent Linearization</b>

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Author(s)

    • Sugimoto Sueo
    • Dept. of Electrical and Electronic Engineering, Ritsumeikan University
    • Kubo Yukihiro
    • Dept. of Electrical and Electronic Engineering, Ritsumeikan University
    • Ohashi Masaharu
    • Dept. of Electrical and Electronic Engineering, Ritsumeikan University

Abstract

We proposed a stochastic (or statistical) Equivalent linearization - Gaussian Sum Filter(: EqGSFilter) for discrete time nonlinear Systems. Subsequently, in this paper, we investigate and showthe 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 requiredto design the EqGS filter. Finally, we show the estimation results of AR modeling comparison withthe extended Kalman and the equivalent linearization filters.

Journal

  • Transactions of the Institute of Systems, Control and Information Engineers

    Transactions of the Institute of Systems, Control and Information Engineers 26(11), 415-424, 2013

    THE INSTITUTE OF SYSTEMS, CONTROL AND INFORMATION ENGINEERS (ISCIE)

Codes

  • NII Article ID (NAID)
    130003396790
  • Text Lang
    ENG
  • ISSN
    1342-5668
  • Data Source
    J-STAGE 
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