Quasi-stochastic integration filter for nonlinear estimation
From MaRDI portal
Publication:1719494
DOI10.1155/2014/967127zbMath1407.93380OpenAlexW2071520519WikidataQ59071236 ScholiaQ59071236MaRDI QIDQ1719494
Zhe-Min Wu, Yong-Gang Zhang, Yu-Long Huang, Ning Li
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/967127
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ A modified fractional-order unscented Kalman filter for nonlinear fractional-order systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Advanced point-mass method for nonlinear state estimation
- Derivative-free estimation methods: new results and performance analysis
- On the development of practical nonlinear filters
- High-degree cubature Kalman filter
- Stochastic processes and filtering theory
- The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
- Stochastic Integration Rules for Infinite Regions
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- New Conditional Posterior Cramér-Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation
- A Numerical-Integration Perspective on Gaussian Filters
- Quasi-Monte Carlo filtering in nonlinear dynamic systems
- Cubature Kalman Filters
- Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter
- Transformed Unscented Kalman Filter
- Stochastic Integration Filter
- Nonlinear Bayesian estimation using Gaussian sum approximations
This page was built for publication: Quasi-stochastic integration filter for nonlinear estimation
