Novel suboptimal filter via higher order central moments

Xue Luo; Yang Jiao; Wen Lin Chiou; Stephen S.T. Yau

doi:10.1109/TAES.2016.150003

Novel suboptimal filter via higher order central moments

Xue Luo
, Yang Jiao
, Wen Lin Chiou
, Stephen S.T. Yau

School of Mathematical Sciences

University of Illinois at Chicago
Fu Jen Catholic University
Tsinghua University

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this paper, we construct a new suboptimal filter by deriving the Ito's stochastic differential equations of the estimation of higher order central moments, satisfy, and impose some conditions to form a closed system. The essentially infinite-dimensional cubic sensor problem has been investigated in detail numerically to illustrate the reasonableness of the imposed conditions, and the numerical experiments support our discussion. A two-dimensional polynomial filtering problem has also been experimented.

Original language	English
Article number	7738372
Pages (from-to)	2030-2038
Number of pages	9
Journal	IEEE Transactions on Aerospace and Electronic Systems
Volume	52
Issue number	4
DOIs	https://doi.org/10.1109/TAES.2016.150003
State	Published - Aug 2016

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10.1109/TAES.2016.150003

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title = "Novel suboptimal filter via higher order central moments",

abstract = "In this paper, we construct a new suboptimal filter by deriving the Ito's stochastic differential equations of the estimation of higher order central moments, satisfy, and impose some conditions to form a closed system. The essentially infinite-dimensional cubic sensor problem has been investigated in detail numerically to illustrate the reasonableness of the imposed conditions, and the numerical experiments support our discussion. A two-dimensional polynomial filtering problem has also been experimented.",

author = "Xue Luo and Yang Jiao and Chiou, \{Wen Lin\} and Yau, \{Stephen S.T.\}",

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AU - Luo, Xue

AU - Jiao, Yang

AU - Chiou, Wen Lin

AU - Yau, Stephen S.T.

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AB - In this paper, we construct a new suboptimal filter by deriving the Ito's stochastic differential equations of the estimation of higher order central moments, satisfy, and impose some conditions to form a closed system. The essentially infinite-dimensional cubic sensor problem has been investigated in detail numerically to illustrate the reasonableness of the imposed conditions, and the numerical experiments support our discussion. A two-dimensional polynomial filtering problem has also been experimented.

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JO - IEEE Transactions on Aerospace and Electronic Systems

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Novel suboptimal filter via higher order central moments

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