Unscented Kalman filter with advanced adaptation of scaling parameter

DOI10.1016/j.automatica.2014.08.030zbMath1301.93156OpenAlexW2052196918MaRDI QIDQ472598

Jindřich Duník, Ondřej Straka, Miroslav Šimandl

Publication date: 19 November 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.030

zbMATH Keywords

state estimationnonlinear filteringadaptationstochastic systemsscaling parameterunscented Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Related Items (5)

Efficient adaptation of design parameters of derivative-free filters ⋮ Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ Complete offline tuning of the unscented Kalman filter ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises ⋮ Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison

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