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Authors: Aritro Dey ; Manasi Das ; Smita Sadhu and T. K. Ghoshal

Affiliation: Jadavpur University, India

Keyword(s): Adaptive Filters, Nonlinear Filtering, Gauss Hermite Quadrature Rule, State Estimation, Parameter Estimation.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Nonlinear Signals and Systems ; Signal Processing, Sensors, Systems Modeling and Control

Abstract: This paper presents an adaptive Gauss Hermite filter for nonlinear signal models in the situation when the measurement noise statistics is unknown. The proposed nonlinear filter, based on the Gauss Hermite quadrature rule, can ensure satisfactory estimation performance despite the problem of unknown measurement noise statistics by online adaptation. Results of Monte Carlo Simulation demonstrate the efficacy of the proposed filter for joint estimation of parameters and states using an object tracking problem.

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Paper citation in several formats:
Dey, A.; Das, M.; Sadhu, S. and Ghoshal, T. (2014). Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems. In Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO, ISBN 978-989-758-039-0; ISSN 2184-2809, pages 583-589. DOI: 10.5220/0005004505830589

@conference{icinco14,
author={Aritro Dey. and Manasi Das. and Smita Sadhu. and T. K. Ghoshal.},
title={Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems},
booktitle={Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,},
year={2014},
pages={583-589},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005004505830589},
isbn={978-989-758-039-0},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO,
TI - Adaptive Gauss Hermite Filter for Parameter and State Estimation of Nonlinear Systems
SN - 978-989-758-039-0
IS - 2184-2809
AU - Dey, A.
AU - Das, M.
AU - Sadhu, S.
AU - Ghoshal, T.
PY - 2014
SP - 583
EP - 589
DO - 10.5220/0005004505830589

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