MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
From MaRDI portal
Publication:2034163
DOI10.1016/j.ejcon.2021.01.003zbMath1466.93165OpenAlexW3128993700MaRDI QIDQ2034163
Publication date: 21 June 2021
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2021.01.003
ordinary differential equationsMATLABcontinuous-discrete filteringcubature Kalman filterunscented Kalman filtersquare-root implementations
Filtering in stochastic control theory (93E11) Mathematical modeling or simulation for problems pertaining to systems and control theory (93-10)
Related Items (2)
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 ⋮ Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A survey of numerical methods for stochastic differential equations
- Square root filtering via covariance and information eigenfactors
- Factorization methods for discrete sequential estimation
- High-degree cubature Kalman filter
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- A general approach for designing the MWGS-based information-form Kalman filtering methods
- Extension of square-root filtering to include process noise
- Stochastic processes and filtering theory
- A Systematization of the Unscented Kalman Filter Theory
- Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
- J-Orthogonal Matrices: Properties and Generation
- Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
- 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
- Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations
- The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
- Numerical robustness of extended Kalman filtering based state estimation in ill‐conditioned continuous‐discrete nonlinear stochastic chemical systems
- Matlab Guide
- New square-root algorithms for Kalman filtering
- Cheap global error estimation in some Runge-Kutta pairs
- Cubature Kalman Filters
- Diffusion Strategies for Distributed Kalman Filtering and Smoothing
- Kalman Filtering
- A New Continuous Discrete Unscented Kalman Filter
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
- Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
- Square-Root Sigma-Point Information Filtering
This page was built for publication: MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods