Ensemble Kalman filtering for nonlinear systems with multiple delayed measurements

2010 ◽  
Author(s):  
Yucheng Zhou ◽  
Jiahe Xu ◽  
Yuanwei Jing
Keyword(s):  
Nonlinear Systems ◽  
Kalman Filtering ◽  
Delayed Measurements ◽  
Ensemble Kalman Filtering

Unscented Kalman Filtering for Nonlinear Systems with Colored Measurement Noises and One-Step Randomly Delayed Measurements

2019 ◽  
Vol 23 (2) ◽  
pp. 165-174
Author(s):  
Xinmei Wang ◽  
Zhenzhu Liu ◽  
Feng Liu ◽  
Wei Liu ◽  
◽  
...  
Keyword(s):  
Nonlinear Systems ◽  
Kalman Filtering ◽  
Sampling Method ◽  
Unscented Transformation ◽  
Markov Sequence ◽  
One Step ◽  
Delayed Measurements ◽  
Measurement Noises ◽  
Symmetric Sampling ◽  
Filtering Problem

Traditional unscented Kalman filtering (UKF) cannot solve the filtering problem for nonlinear systems with colored measurement noises and one-step randomly delayed measurements. To fix this problem, a new UKF algorithm is proposed in this paper. First, a system model with one-step randomly delayed measurements and colored measurement noises is established, wherein a first order Markov sequence model for whitening colored noises and an independently identical distributed Bernoulli variable for modeling one-step randomly delayed measurements is introduced. Second, an UKF is proposed for the above established models through unscented transformation by calculating the nonlinear states posterior mean and covariance based on the Bayesian filter framework. Specially, the proportional symmetric sampling method is used in the new UKF algorithm. Finally, the effectiveness and superiority of the proposed method is verified via simulation.

scholarly journals Kalman Filtering with Delayed Measurements in Non-Gaussian Environments

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Sumanta Kumar Nanda ◽  
Guddu Kumar ◽  
Vimal Bhatia ◽  
Abhinoy Kumar Singh
Keyword(s):  
Kalman Filtering ◽  
Delayed Measurements ◽  
Non Gaussian

scholarly journals Modeling transient groundwater flow by coupling ensemble Kalman filtering and upscaling

2012 ◽  
Vol 48 (1) ◽  
Author(s):  
Liangping Li ◽  
Haiyan Zhou ◽  
Harrie-Jan Hendricks Franssen ◽  
J. Jaime Gómez-Hernández
Keyword(s):  
Groundwater Flow ◽  
Kalman Filtering ◽  
Ensemble Kalman Filtering

scholarly journals Desensitized Ensemble Kalman Filtering for Induction Motor Estimation

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 78029-78036 ◽  
Author(s):  
Xiao-Liang Yang ◽  
Guo-Rong Liu ◽  
Nan-Hua Chen ◽  
Tai-Shan Lou
Keyword(s):  
Induction Motor ◽  
Kalman Filtering ◽  
Ensemble Kalman Filtering
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