A Gaussian Sum Filter Based on Stochastic Equivalent Linearization
S. Sugimoto, Yukihiro Kubo · Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications · 2010
Tn this paper, we propose a new Gaussian sum filter [1] based on the stochastic equivalent linearization technique [2] for suboptimal state estimation of discrete time nonlinear systems. The derived nonlinear filter will be expected to be a low computational cost and high quality for recursive state estimation.