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**Unscented filtering from delayed observations with correlated noises.**
*(English)*
Zbl 1179.93160

Summary: A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.

### MSC:

93E11 | Filtering in stochastic control theory |

93E10 | Estimation and detection in stochastic control theory |

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\textit{A. Hermoso-Carazo} and \textit{J. Linares-Pérez}, Math. Probl. Eng. 2009, Article ID 681593, 9 p. (2009; Zbl 1179.93160)

### References:

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[7] | A. Hermoso-Carazo and J. Linares-Pérez, “Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems,” Applied Mathematical Modelling, vol. 33, no. 9, pp. 3705-3717, 2009. · Zbl 1185.93133 |

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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.