Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter

DOI10.1155/2017/5349879zbMath1426.93337OpenAlexW2774586651MaRDI QIDQ1992857

Dan Ding, Wenge Yang, Zhaoming Li

Publication date: 5 November 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/5349879

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Related Items (1)

An ASVSF-SLAM algorithm with time-varying noise statistics based on MAP creation and weighted exponent

Cites Work

• Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems
• Performance evaluation of UKF-based nonlinear filtering
• A Systematization of the Unscented Kalman Filter Theory
• Stochastic stability of the discrete-time extended Kalman filter
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• Cubature Kalman Filters
• Transformed Unscented Kalman Filter
• Square‐Root Cubature‐Quadrature <scp>K</scp>alman Filter

This page was built for publication: Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter