Unscented Kalman-Bucy filtering for nonlinear continuous-time systems with multiple delayed measurements

Dimirovski, Georgi M. (Dogus Author) -- Conference full title: 2010 American Control Conference, ACC 2010; Baltimore, MD; United States; 30 June 2010 through 2 July 2010The unscented Kalman-Bucy filter (UKBF) is developed to nonlinear continuous-time systems with multiple delayed measurements. An explicit and simpler solution to the unscented Kalman-Bucy filtering problem is presented for such systems. The approach applied is the reorganized innovation analysis. The obtained UKBF is given in terms of Riccati differential equations. A numerical example is given to demonstrate the proposed approach.AIAA, AIChE, AIST, ASCE, IEEE -- This work is supported by the Forestry Projects in the National Science & Technology Pillar Program 2006BAD18130805 and Key Research Projects for the Forestry Science & Technology 2006-60, P. R. of China