Adaptive unscented Gaussian likelihood approximation filter

DOI10.1016/j.automatica.2015.02.005zbMath1318.93089OpenAlexW2001907226MaRDI QIDQ490817

Lennart Svensson, Jesús Grajal, Ángel F. García-Fernández, Mark R. Morelande

Publication date: 21 August 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://research.chalmers.se/en/publication/217400

zbMATH Keywords

Kalman filternonlinear filteringGaussian approximationBayes' rule

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

Uses Software

• PRMLT

Cites Work

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• A Zakai equation derivation of the extended Kalman filter
• High-degree cubature Kalman filter
• Bounds for the Determinant of the Sum of Hermitian Matrices
• Truncated Unscented Kalman Filtering
• Analysis of Kalman Filter Approximations for Nonlinear Measurements
• Cubature Kalman Filters
• The iterated Kalman filter update as a Gauss-Newton method
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

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