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On exact Kalman filtering of polynomial systems
2006
IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications
A closed-form state estimator for some polynomial nonlinear systems is derived in this paper. Exploiting full Taylor series expansion we first give exact matrix expressions to compute mean and covariance of any random variable distribution that has been transformed through a polynomial function. An original discrete-time Kalman filtering implementation relying on this exact polynomial transformation is proposed. The important problem of chaotic synchronization of Chebyshev maps is then
doi:10.1109/tcsi.2006.870899
fatcat:mu6vddyxrreldpdomvaegoiane