Higher order sigma point filter: a new heuristic for nonlinear time series filtering
type: Item
instance of: scholarly article
title: Higher order sigma point filter: a new heuristic for nonlinear time series filtering
zbMATH Open document ID: 1329.62388
author: K. Ponomareva
author: Paresh Date
published in: Applied Mathematics and Computation
publication date: 2016-01-19T00:00:00Z
full work available at URL: http://bura.brunel.ac.uk/handle/2438/10046
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6532804
zbMATH Keywords: state estimation
zbMATH Keywords: sigma point filters
zbMATH Keywords: moment matching
zbMATH Keywords: nonlinear time series
MaRDI profile type: Publication
OpenAlex ID: W1989674551
cites work: Q3993534
cites work: Stochastic processes and filtering theory
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cites work: Different approaches for state filtering in nonlinear systems with uncertain observations
cites work: Random orthogonal matrix simulation
cites work: Sequential Monte Carlo Methods in Practice
cites work: A theory of the term structure of interest rates
DOI: 10.1016/J.AMC.2013.06.084
description: scientific article; zbMATH DE number 6532804