A new perspective on Gaussian sigma-point Kalman filters

DOI10.1080/00207721.2019.1654007zbMath1483.93656OpenAlexW2967211531WikidataQ127356280 ScholiaQ127356280MaRDI QIDQ5026848

Tao Zhang, Yongfang Nie, Qianxia Ma

Publication date: 8 February 2022

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2019.1654007

zbMATH Keywords

nonlinear filterGaussian sigma-point Kalman filtersMahalanobis distance ellipsoid

Mathematics Subject Classification ID

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

Cites Work

• Likelihood approximation by numerical integration on sparse grids
• High-degree cubature Kalman filter
• Sparse-grid quadrature nonlinear filtering
• A Systematization of the Unscented Kalman Filter Theory
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Gaussian filters for nonlinear filtering problems
• A Seventh‐Degree Cubature Kalman Filter
• A Numerical-Integration Perspective on Gaussian Filters
• Kalman filters for non-linear systems: a comparison of performance
• Cubature Kalman Filters
• Foundations of Data Science

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