Robust State Estimation for Nonlinear Systems with Censored Measurements and Model Parameters Uncertainties
摘要
The robust state estimation methods for nonlinear systems with Tobit-II type censored measurements and time-varying uncertainty parameters are proposed. Firstly, the state equation with model parameters uncertainties and the Tobit-II type censored measurement equation are reconstructed for nonlinear systems. Secondly, within the Bayesian framework, the state prediction and latent measurement prediction are computed by cubature sampling and lattice sampling, respectively. Then, the Square Root Cubature Tobit Kalman Filter (RCTKF) and the Square Root Lattice Tobit Kalman Filter (RLTKF) are proposed by