Implementation of a square‐root filtering approach in marginalized particle filters for mixed linear/nonlinear state‐space models

DOI10.1002/acs.2966zbMath1417.93309OpenAlexW2910782985MaRDI QIDQ4967736

Maryam Mohebbi, Hamed Danandeh Hesar

Publication date: 10 July 2019

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2966

zbMATH Keywords

square-root filtering\(\mathcal {QR}\) factorizationmarginalized particle filteringmodel-based filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05)

Related Items

Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise

Cites Work

• Marginalized particle filters for mixed linear/nonlinear state-space models