Unscented Gaussian sum filtering for interval constrained nonlinear systems
Shinji Ishihara, Masaki Yamakita · 2009 ICCAS-SICE · 2009
This paper addresses a state-estimation problem for nonlinear systems with non-Gaussian noise and interval constraints on the state vector. We proposed a new Gaussian sum filtering algorithm to deal with non-Gaussian noises. Validity of the proposed method is illustrated in a numerical example.