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Automatica, Vol.50, No.2, 655-656, 2014
Comments on "A Gaussian approximation recursive filter for nonlinear systems with correlated noises" [Automatica 48 (2012) 2290-2297]
This note points out that the framework proposed in (Wang et al., 2012) is equivalent to the conventional de-coupling framework introduced in some textbooks; see e.g. (Bar-Shalom et al., 2001). (C) 2013 Elsevier Ltd. All rights reserved.
Keywords:Kalman filter;Correlated noises