Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems

DOI10.1016/j.ejcon.2021.02.002zbMath1466.93166OpenAlexW3130867561MaRDI QIDQ2034174

G. Yu. Kulikov, Maria Vyacheslavovna Kulikova

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.2021.02.002

zbMATH Keywords

radar tracking\(J\)-orthogonal square-root implementationhigh-degree cubature Kalman filternonlinear continuous-discrete stochastic state-space systemturning aircraft scenario with well- and ill-conditioned measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

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

Uses Software

• PATSYM

Cites Work

• Unnamed Item
• Unnamed Item
• Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
• Monomial cubature rules since ``Stroud: A compilation
• Cubature formulae of the seventh degree of accuracy for the hypersphere
• An encyclopaedia of cubature formulas.
• Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
• High-degree cubature Kalman filter
• Sparse-grid quadrature nonlinear filtering
• Monomial cubature rules since ``Stroud: A compilation. II
• Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• Some fifth degree integration formulas for symmetric regions. II
• Extension of square-root filtering to include process noise
• Stochastic processes and filtering theory
• Jordan chains for lambda matrices. II
• Orthogonal Polynomials and Cubature Formulae on Spheres and on Balls
• 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
• A Seventh‐Degree Cubature Kalman Filter
• 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
• New square-root algorithms for Kalman filtering
• Cubature Kalman Filters
• Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements
• A New Derivation of the Cubature Kalman Filters
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Numerical Methods in Matrix Computations
• Some Fifth Degree Integration Formulas for Symmetric Regions
• Approximate Integration Formulas for Certain Spherically Symmetric Regions

This page was built for publication: Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems