Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems

Aritro Dey, Manasi Das, Smita Sadhu, T. K. Ghoshal

2014

Abstract

This paper presents an adaptive Gauss Hermite filter for nonlinear signal models in the situation when the measurement noise statistics is unknown. The proposed nonlinear filter, based on the Gauss Hermite quadrature rule, can ensure satisfactory estimation performance despite the problem of unknown measurement noise statistics by online adaptation. Results of Monte Carlo Simulation demonstrate the efficacy of the proposed filter for joint estimation of parameters and states using an object tracking problem.

References

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Paper Citation


in EndNote Style

TY - CONF
JO - Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems
SN - 978-989-758-039-0
AU - Dey A.
AU - Das M.
AU - Sadhu S.
AU - Ghoshal T.
PY - 2014
SP - 583
EP - 589
DO - 10.5220/0005004505830589


in Harvard Style

Dey A., Das M., Sadhu S. and Ghoshal T. (2014). Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems . In Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-039-0, pages 583-589. DOI: 10.5220/0005004505830589


in Bibtex Style

@conference{icinco14,
author={Aritro Dey and Manasi Das and Smita Sadhu and T. K. Ghoshal},
title={Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems},
booktitle={Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2014},
pages={583-589},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005004505830589},
isbn={978-989-758-039-0},
}