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

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著者

    • 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

抄録

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.

収録刊行物

  • システム制御情報学会論文誌

    システム制御情報学会論文誌 26(11), 415-424, 2013

    一般社団法人 システム制御情報学会

各種コード

  • NII論文ID(NAID)
    130003396790
  • 本文言語コード
    ENG
  • ISSN
    1342-5668
  • データ提供元
    J-STAGE 
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