Table of Contents Author Guidelines Submit a Manuscript
Mathematical Problems in Engineering
Volume 2009, Article ID 681593, 9 pages
http://dx.doi.org/10.1155/2009/681593
Research Article

Unscented Filtering from Delayed Observations with Correlated Noises

Departamento de Estadística, Universidad de Granada, Avda. Fuentenueva, 18071 Granada, Spain

Received 24 March 2009; Accepted 18 June 2009

Academic Editor: Paulo Batista Gonçalves

Copyright © 2009 A. Hermoso-Carazo and J. Linares-Pérez. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Linked References

  1. A. Ray, L. W. Liou, and J. H. Shen, “State estimation using randomly delayed measurements,” Journal of Dynamic Systems, Measurement and Control, vol. 115, no. 1, pp. 19–26, 1993. View at Google Scholar
  2. M. Sahebsara, T. Chen, and S. L. Shah, “Optimal H2 filtering with random sensor delay, multiple packet dropout and uncertain observations,” International Journal of Control, vol. 80, no. 2, pp. 292–301, 2007. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  3. Z. Wang, D. W. C. Ho, and X. Liu, “Robust filtering under randomly varying sensor delay with variance constraints,” IEEE Transactions on Circuits and Systems II, vol. 51, no. 6, pp. 320–326, 2004. View at Publisher · View at Google Scholar
  4. F. O. Hounkpevi and E. E. Yaz, “Minimum variance generalized state estimators for multiple sensors with different delay rates,” Signal Processing, vol. 87, no. 4, pp. 602–613, 2007. View at Publisher · View at Google Scholar
  5. S. Zhou and G. Feng, “H filtering for discrete-time systems with randomly varying sensor delays,” Automatica, vol. 44, no. 7, pp. 1918–1922, 2008. View at Publisher · View at Google Scholar
  6. A. Hermoso-Carazo and J. Linares-Pérez, “Extended and unscented filtering algorithms using one-step randomly delayed observations,” Applied Mathematics and Computation, vol. 190, no. 2, pp. 1375–1393, 2007. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  7. A. Hermoso-Carazo and J. Linares-Pérez, “Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems,” Applied Mathematical Modelling, vol. 33, no. 9, pp. 3705–3717, 2009. View at Publisher · View at Google Scholar
  8. S. J. Julier and J. K. Uhlmann, “Unscented filtering and nonlinear estimation,” Proceedings of the IEEE, vol. 92, no. 3, pp. 401–422, 2004. View at Google Scholar
  9. H. Tanizaki, “Nonlinear and non-Gaussian state estimation: a quasi-optimal estimator,” Communications in Statistics—Theory and Methods, vol. 29, no. 12, pp. 2805–2834, 2000. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet