Square-Root Quadrature Kalman Filtering

DOI10.1109/TSP.2007.914964zbMath1390.94079OpenAlexW1966184693MaRDI QIDQ4568754

Simon Haykin, Ienkaran Arasaratnam

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2007.914964

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cubature \(H_\infty\) information filter and its extensions ⋮ High-order accurate continuous-discrete extended Kalman filter for chemical engineering ⋮ Gaussian kernel quadrature Kalman filter ⋮ Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises ⋮ Adaptive ODE solvers in extended Kalman filtering algorithms ⋮ Nonlinear estimation based on conversion-sample optimization ⋮ Square‐Root Cubature‐Quadrature <scp>K</scp>alman Filter ⋮ Estimation strategies for the condition monitoring of a battery system in a hybrid electric vehicle

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