Mathematical Problems in Engineering
Volume 2009 (2009), Article ID 681593, 9 pages
Research Article

Unscented Filtering from Delayed Observations with Correlated Noises

Departamento de Estadística, Universidad de Granada, Avda. Fuentenueva, 18071 Granada, Spain

Received 24 March 2009; Accepted 18 June 2009

Academic Editor: Paulo Batista Gonçalves

Copyright © 2009 A. Hermoso-Carazo and J. Linares-Pérez. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


A filtering algorithm based on the unscented transformation is proposed to estimate the state of a nonlinear system from noisy measurements which can be randomly delayed by one sampling time. The state and observation noises are perturbed by correlated nonadditive noises, and the delay is modeled by independent Bernoulli random variables.