Sparse-grid quadrature nonlinear filtering
From MaRDI portal
Publication:1941255
DOI10.1016/j.automatica.2011.08.057zbMath1260.93161OpenAlexW2077977019MaRDI QIDQ1941255
Publication date: 12 March 2013
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.057
Kalman filterBayesian estimationGauss--Hermite quadraturenonlinear filterunscented Kalman filterorbit estimationsparse-grid
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
Related Items (28)
Estimation of dynamic systems using a method of characteristics filter ⋮ Adaptive sparse-grid Gauss-Hermite filter ⋮ Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises ⋮ Gaussian sum approximation filter for nonlinear dynamic time-delay system ⋮ Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems ⋮ Novel simplex Kalman filters ⋮ A modified variational Bayesian noise adaptive Kalman filter ⋮ A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system ⋮ Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems ⋮ Gaussian kernel quadrature Kalman filter ⋮ Adaptive weight update algorithm for target tracking of UUV based on improved Gaussian mixture cubature Kalman filter ⋮ Sensitivity Analysis-Based Optimization: A Case Study with the MTBF of an Aeronautical Hydraulic Pipeline System ⋮ Forward modeling and inverse estimation for nonlinear filtering ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises ⋮ Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering ⋮ M-estimation based sparse grid quadrature filter and stochastic stability analysis ⋮ Novel SINS initial alignment method under large misalignment angles and uncertain noise based on nonlinear filter ⋮ Mixed-degree spherical simplex-radial cubature Kalman filter ⋮ Bayesian filter for nonlinear systems with randomly delayed and lost measurements ⋮ Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems ⋮ Multiple sparse-grid Gauss-Hermite filtering ⋮ Quadrature filters for one-step randomly delayed measurements ⋮ Particle filtering for a class of cyber-physical systems under round-robin protocol subject to randomly occurring deception attacks ⋮ Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation ⋮ A Higher Order Unscented Transform ⋮ General equivalence between two kinds of noise-correlation filters ⋮ A new perspective on Gaussian sigma-point Kalman filters
Uses Software
Cites Work
- Likelihood approximation by numerical integration on sparse grids
- Stochastic processes and filtering theory
- Inverses of Vandermonde Matrices
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Gaussian filters for nonlinear filtering problems
- Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
- Optimal Estimation of Dynamic Systems
- Cubature Kalman Filters
- New developments in state estimation for nonlinear systems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Sparse-grid quadrature nonlinear filtering
