The cubature Kalman filter revisited

DOI10.1016/j.automatica.2021.109541zbMath1461.93509OpenAlexW3133767336MaRDI QIDQ2664263

Leopoldo Acosta, Ramón Orive, Daniel J. Acosta, Juan Carlos Santos-León

Publication date: 20 April 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109541

zbMATH Keywords

nonlinear filteringcubature rulescubature Kalman filterBayesian filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items

Rational symbolic cubature rules over the first quadrant in a Cartesian plane, Adaptive control for stochastic nonlinear systems with time‐varying delays via multidimensional Taylor network, Cubature formulae for the Gaussian weight. Some old and new rules.

Cites Work

• Square-root information filtering and fixed-interval smoothing with singularities
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• High-degree cubature Kalman filter
• Mixed-degree spherical simplex-radial cubature Kalman filter
• Construction of fully symmetric numerical integration formulas
• Cubature formulas for symmetric measures in higher dimensions with few points
• 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
• Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
• Cubature Kalman Filters
• Square‐Root Cubature‐Quadrature <scp>K</scp>alman Filter
• Approximate Integration Formulas for Certain Spherically Symmetric Regions
• Unnamed Item
• Unnamed Item
• Unnamed Item