Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering

DOI10.1016/j.automatica.2018.11.041zbMath1415.93258OpenAlexW2904942384WikidataQ128780413 ScholiaQ128780413MaRDI QIDQ1737709

Dominik Ballreich

Publication date: 24 April 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.11.041

zbMATH Keywords

numerical integrationKalman filtercubature Kalman filternonlinear estimationfully symmetric cubature rules

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Approximation methods and heuristics in mathematical programming (90C59) Estimation and detection in stochastic control theory (93E10) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Related Items (3)

The cubature Kalman filter revisited ⋮ Rational symbolic cubature rules over the first quadrant in a Cartesian plane ⋮ Cubature formulae for the Gaussian weight. Some old and new rules.

Uses Software

• nwSpGr
• PATSYM
• HRMSYM

Cites Work

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