Quadrature filters for one-step randomly delayed measurements

DOI10.1016/j.apm.2016.04.016zbMath1471.60053OpenAlexW2345384997MaRDI QIDQ2293467

Paresh Date, Shovan Bhaumik, Abhinoy Kumar Singh

Publication date: 5 February 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2016.04.016

zbMATH Keywords

nonlinear filteringproduct ruleGauss-Hermite quadrature ruleSmolyak rulerandomly delayed measurements

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Gaussian kernel quadrature Kalman filter, A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements, Bayesian filter for nonlinear systems with randomly delayed and lost measurements

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