Rao-Blackwellised unscented particle filtering for jump Markov non-linear systems: an H ∞ approach
Authors:
- 15 April 2011
- journal article
- research article
- Published by Institution of Engineering and Technology (IET) in IET Signal Processing
- Vol. 5 (2) , 187-193
Abstract
In this study, a robust Rao-Blackwellised particle filter (RBPF) is proposed for jump Markov non-linear systems (JMNLSs) with unknown noise statistics. A non-linear filter is presented by applying the unscented transform technique in the H∞ setting, which is used to update the continuous-state particles in the RBPF framework. Moreover, a way to adaptively adjust the disturbance tolerance level for performance requirement is presented. Simulation results using the proposed approach are also presented.Keywords
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