Correction to "nonlinear kalman filtering with semi-parametric biscay distributions"
نویسنده
چکیده
In the above-mentioned paper, 1 the author found a minor error that only affects " book keeping " within the theory of Biscay distributions. Therefore, (14) and (15) should read In the above-mentioned paper, 1 the author found the following errors. — On p. 1721, the three last lines of Section D must be modified as follows: the process of the joint diagonalization of 1 V 1 and 2 V 2 may give (62) with 1 = p 2=2 and 2 = 0 p 2=2e 0j' , where ' is a value depending on 1 = 0 and 2 = + .
منابع مشابه
Nonlinear Kalman filtering with semi-parametric Biscay distributions
The problem of nonlinear estimation is reexamined, and a new semi-parametric representation of uncertainty called the Biscay distribution is presented. The Biscay distribution is combined with the extended Kalman filter (EKF) and a new filtering paradigm called the Biscay distribution filter (BDF) is developed. The BDF is provably optimal for linear estimation and generalizes naturally to nonli...
متن کاملOn-Line Nonlinear Dynamic Data Reconciliation Using Extended Kalman Filtering: Application to a Distillation Column and a CSTR
Extended Kalman Filtering (EKF) is a nonlinear dynamic data reconciliation (NDDR) method. One of its main advantages is its suitability for on-line applications. This paper presents an on-line NDDR method using EKF. It is implemented for two case studies, temperature measurements of a distillation column and concentration measurements of a CSTR. In each time step, random numbers with zero m...
متن کاملNonlinear Semi-Analytic Method for Spacecraft Navigation
A nonlinear semi-analytic filtering method to sequentially estimate spacecraft states and their associated uncertainties is presented. We first discuss the state transition tensors that characterize the localized nonlinear behavior of the spacecraft trajectory and illustrate the importance of higher order effects on orbit uncertainty propagation. We then present the semi-analytic filtering meth...
متن کاملNonlinear Semi-Analytic Methods for Trajectory Estimation
Nonlinear semi-analytic filtering methods to sequentially estimate spacecraft states and their associated uncertainties are presented. We first discuss the state transition tensors that characterize the localized nonlinear behavior of the trajectory statistics and illustrate the importance of higher-order effects on orbit uncertainty propagation. We then present a semi-analytic filtering method...
متن کاملBayesian Nonlinear Filtering via Information Geometric Optimization
In this paper, Bayesian nonlinear filtering is considered from the viewpoint of information geometry and a novel filtering method is proposed based on information geometric optimization. Under the Bayesian filtering framework, we derive a relationship between the nonlinear characteristics of filtering and the metric tensor of the corresponding statistical manifold. Bayesian joint distributions ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 50 شماره
صفحات -
تاریخ انتشار 2002