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This paper considers the robust filtering problem for a class of nonlinear discrete-time systems, and a conjugate unscented transform (CUT) based strong tracking H∞ filter is proposed. Firstly, an extended strong tracking H∞ filter is presented based on the fusion of the extended H∞ filter and strong tracking filter. By online estimating the time-varying noises, the fading factor in the strong tracking...
The aim of this article is to design a moment transformation for Student-t distributed random variables, which is able to account for the error in the numerically computed mean. We employ Student-t process quadrature, an instance of Bayesian quadrature, which allows us to treat the integral itself as a random variable whose variance provides information about the incurred integration error. Advantage...
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