Cubature Kalman smoothers

DOI10.1016/j.automatica.2011.08.005zbMath1226.93123OpenAlexW2166417161MaRDI QIDQ642633

Simon Haykin, Ienkaran Arasaratnam

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.005

zbMATH Keywords

cubature Kalman filterfixed-interval smoothingRauch-Tung-Striebel smoothingsquare-root filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cites Work

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• Derivative-free estimation methods: new results and performance analysis
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• A Numerical-Integration Perspective on Gaussian Filters
• Unscented Rauch--Tung--Striebel Smoother
• Cubature Kalman Filters
• On Gaussian Optimal Smoothing of Non-Linear State Space Models

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