Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions

Haozhan Meng; X. R. Rong Li; Vesselin P. Jilkov

Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions

Haozhan Meng
, X. R. Rong Li
, Vesselin P. Jilkov

University of New Orleans

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

Knowledge about higher moments, such as skewness and kurtosis, of the state of a stochastic system has potential benefits for state estimation. In order to model more complex nonlinear problems involving higher moments, a skew-symmetric representation of distributions is employed in this work. Based on a first-order skew-Gaussian representation, a novel method for nonlinear point estimation is developed. The proposed skew-Gaussian (SG) filter is more general than traditional Gaussian filters and LMMSE-based nonlinear filters, which propagate only the first two moments. Numerical results illustrate that our SG filter can outperform conventional nonlinear filtering methods.

Original language	English
Title of host publication	FUSION 2019 - 22nd International Conference on Information Fusion
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9780996452786
State	Published - Jul 2019
Externally published	Yes
Event	22nd International Conference on Information Fusion, FUSION 2019 - Ottawa, Canada Duration: 2 Jul 2019 → 5 Jul 2019

Publication series

Name	FUSION 2019 - 22nd International Conference on Information Fusion

Conference

Conference	22nd International Conference on Information Fusion, FUSION 2019
Country/Territory	Canada
City	Ottawa
Period	2/07/19 → 5/07/19

Keywords

Skew-symmetric distributions
nonlinear point estimation
skew-Gaussian nonlinear filtering
skewness

Cite this

@inproceedings{33b9d994217e48f3955234bd4f2a9a41,

title = "Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions",

abstract = "Knowledge about higher moments, such as skewness and kurtosis, of the state of a stochastic system has potential benefits for state estimation. In order to model more complex nonlinear problems involving higher moments, a skew-symmetric representation of distributions is employed in this work. Based on a first-order skew-Gaussian representation, a novel method for nonlinear point estimation is developed. The proposed skew-Gaussian (SG) filter is more general than traditional Gaussian filters and LMMSE-based nonlinear filters, which propagate only the first two moments. Numerical results illustrate that our SG filter can outperform conventional nonlinear filtering methods.",

keywords = "Skew-symmetric distributions, nonlinear point estimation, skew-Gaussian nonlinear filtering, skewness",

author = "Haozhan Meng and \{Rong Li\}, \{X. R.\} and Jilkov, \{Vesselin P.\}",

note = "Publisher Copyright: {\textcopyright} 2019 ISIF-International Society of Information Fusion.; 22nd International Conference on Information Fusion, FUSION 2019 ; Conference date: 02-07-2019 Through 05-07-2019",

year = "2019",

month = jul,

language = "英语",

series = "FUSION 2019 - 22nd International Conference on Information Fusion",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

booktitle = "FUSION 2019 - 22nd International Conference on Information Fusion",

}

Meng, H, Rong Li, XR & Jilkov, VP 2019, Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions. in FUSION 2019 - 22nd International Conference on Information Fusion., 9011422, FUSION 2019 - 22nd International Conference on Information Fusion, Institute of Electrical and Electronics Engineers Inc., 22nd International Conference on Information Fusion, FUSION 2019, Ottawa, Canada, 2/07/19.

Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions. / Meng, Haozhan; Rong Li, X. R.; Jilkov, Vesselin P.
FUSION 2019 - 22nd International Conference on Information Fusion. Institute of Electrical and Electronics Engineers Inc., 2019. 9011422 (FUSION 2019 - 22nd International Conference on Information Fusion).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions

AU - Meng, Haozhan

AU - Rong Li, X. R.

AU - Jilkov, Vesselin P.

PY - 2019/7

Y1 - 2019/7

N2 - Knowledge about higher moments, such as skewness and kurtosis, of the state of a stochastic system has potential benefits for state estimation. In order to model more complex nonlinear problems involving higher moments, a skew-symmetric representation of distributions is employed in this work. Based on a first-order skew-Gaussian representation, a novel method for nonlinear point estimation is developed. The proposed skew-Gaussian (SG) filter is more general than traditional Gaussian filters and LMMSE-based nonlinear filters, which propagate only the first two moments. Numerical results illustrate that our SG filter can outperform conventional nonlinear filtering methods.

AB - Knowledge about higher moments, such as skewness and kurtosis, of the state of a stochastic system has potential benefits for state estimation. In order to model more complex nonlinear problems involving higher moments, a skew-symmetric representation of distributions is employed in this work. Based on a first-order skew-Gaussian representation, a novel method for nonlinear point estimation is developed. The proposed skew-Gaussian (SG) filter is more general than traditional Gaussian filters and LMMSE-based nonlinear filters, which propagate only the first two moments. Numerical results illustrate that our SG filter can outperform conventional nonlinear filtering methods.

KW - Skew-symmetric distributions

KW - nonlinear point estimation

KW - skew-Gaussian nonlinear filtering

KW - skewness

UR - https://www.scopus.com/pages/publications/85081790218

M3 - 会议稿件

AN - SCOPUS:85081790218

T3 - FUSION 2019 - 22nd International Conference on Information Fusion

BT - FUSION 2019 - 22nd International Conference on Information Fusion

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 22nd International Conference on Information Fusion, FUSION 2019

Y2 - 2 July 2019 through 5 July 2019

ER -

Nonlinear State Estimation Using Skew-Symmetric Representation of Distributions

Abstract

Publication series

Conference

Keywords

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