A novel fifth-degree cubature Kalman filter approaching the lower bound on the number of cubature points

DOI10.1007/S00034-017-0723-2zbMath1428.62414OpenAlexW2771198827MaRDI QIDQ2338336

Wenge Yang, Yurong Liao, Dan Ding, Zhaoming Li

Publication date: 21 November 2019

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-017-0723-2

zbMATH Keywords

Bayesian filteringcubature Kalman filtercubature pointsfifth-degree accuracy

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Numerical integration (65D30)

Cites Work

• Unnamed Item
• High-degree cubature Kalman filter
• Performance evaluation of UKF-based nonlinear filtering
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Cubature Kalman Filters

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