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In this study, a robust Rao-Blackwellised particle filter (RBPF) is proposed for jump Markov non-linear systems (JMNLSs) with unknown noise statistics. A non-linear filter is presented by applying the unscented transform technique in the H∞ setting, which is used to update the continuous-state particles in the RBPF framework. Moreover, a way to adaptively adjust the disturbance tolerance level for...
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