Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems

DOI10.1002/rnc.6268zbMath1528.93229WikidataQ114234662 ScholiaQ114234662MaRDI QIDQ6069342

Maria Vyacheslavovna Kulikova, G. Yu. Kulikov

Publication date: 16 December 2023

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

zbMATH Keywords

nonlinear filtersstate estimationnumerical stabilitystochastic systemsfiltering algorithmsradar trackingcontinuously stirred tank reactor estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

Cites Work

• Unnamed Item
• Unnamed Item
• Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
• Stochastic models, estimation, and control. Vol. 2,3
• A family of embedded Runge-Kutta formulae
• High-degree cubature Kalman filter
• Sparse-grid quadrature nonlinear filtering
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
• Extension of square-root filtering to include process noise
• Stochastic processes and filtering theory
• Numerical Computing with IEEE Floating Point Arithmetic
• Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering
• A Systematization of the Unscented Kalman Filter Theory
• Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
• J-Orthogonal Matrices: Properties and Generation
• Solving the Indefinite Least Squares Problem by Hyperbolic QR Factorization
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Gaussian filters for nonlinear filtering problems
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• A Seventh‐Degree Cubature Kalman Filter
• A Numerical-Integration Perspective on Gaussian Filters
• The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
• Numerical robustness of extended Kalman filtering based state estimation in ill‐conditioned continuous‐discrete nonlinear stochastic chemical systems
• Accuracy and Stability of Numerical Algorithms
• New square-root algorithms for Kalman filtering
• Cubature Kalman Filters
• Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements
• Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios
• A New Derivation of the Cubature Kalman Filters
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
• Numerical Methods in Matrix Computations

This page was built for publication: Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems