The Performance Analysis of Biscay Distribution Filtering
Fang Yan Zheng · Bulletin of Science and Technology · 2010
Biscay distribution filtering is an effetual methoud for interval estimation.In this paper,firstly,we introduce the BDF proposed by S.Reece.Then we derive the filtering process detailedly in the form of formula.According to the criterion of minimizing the sum of the squares of the states’ posterior confidence region widths,we get the value of the updated Biscay distribution,then get the states’ interval estimation.The BDF is optimal for linear estimation and generalizes naturally to nonlinear estimation,and it is of the same computional order of complexity as the EKF.At last,the BDF compared with the EKF through an application in a model,we find BDF is effectual and stable.