Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Extension of square-root filtering to include process noise - MaRDI portal

Extension of square-root filtering to include process noise

From MaRDI portal
Publication:2529685

DOI10.1007/BF00929358zbMath0165.10602MaRDI QIDQ2529685

S. McReynolds, P. Dyer

Publication date: 1969

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)




Related Items (25)

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 systemsUniversal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systemsSquare-root RTS smoothing algorithmsSVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurementsOn efficient parametric identification methods for linear discrete stochastic systemsA general approach for designing the MWGS-based information-form Kalman filtering methodsA unified square-root approach for the score and Fisher information matrix computation in linear dynamic systemsSquare-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filterSquare-root Kalman filtering of descriptor systemsItô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systemsFiltering for rectangular discrete-time descriptor systemsA general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformationsNIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurementsSequential square root filtering and smoothing of discrete linear systemsConstructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filteringAnalysis of EEG signals with changing spectra using a short-word Kalman estimatorMATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methodsSquare-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systemsA double-stage piecewise recursive filter for real-time applicationsMaximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methodsSystolic approach to square root information Kalman filteringThe treatment of bias in the square-root information filter/smootherOn the application of discrete square-root information filtering†A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTERA parallel architecture for Kalman filter measurement update and parameter estimation



Cites Work


This page was built for publication: Extension of square-root filtering to include process noise