Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851): Difference between revisions

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English	Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems	scientific article

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instance of

scholarly article

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title

Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (English)

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author

G. Yu. Kulikov

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Maria Vyacheslavovna Kulikova

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published in

European Journal of Control

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publication date

22 July 2022

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zbMATH Keywords

stochastic systems

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state estimation

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nonlinear filters

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filtering algorithms

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numerical stability

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radar tracking

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.ejcon.2022.100648

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cites work

A square root formulation of the Kalman covariance equations.

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Cubature Kalman Filters

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Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations

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Numerical Methods in Matrix Computations

0 references

Existence of the hyperbolic singular value decomposition

0 references

Q2753022

0 references

Extension of square-root filtering to include process noise

0 references

<i>J</i>-Orthogonal Matrices: Properties and Generation

0 references

Gaussian filters for nonlinear filtering problems

0 references

Gaussian sum particle filtering

0 references

Stochastic processes and filtering theory

0 references

Sparse-grid quadrature nonlinear filtering

0 references

High-degree cubature Kalman filter

0 references

A new method for the nonlinear transformation of means and covariances in filters and estimators

0 references

The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking

0 references

Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering

0 references

Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements

0 references

Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering

0 references

Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements

0 references

NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements

0 references

Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems

0 references

Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems

0 references

Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios

0 references

Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

0 references

SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements

0 references

MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods

0 references

Jordan chains for lambda matrices. II

0 references

Q3818224

0 references

Monte Carlo strategies in scientific computing.

0 references

A Systematization of the Unscented Kalman Filter Theory

0 references

A Seventh‐Degree Cubature Kalman Filter

0 references

A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units

0 references

A GPU-based hyperbolic SVD algorithm

0 references

On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

0 references

Q2849820

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A New Derivation of the Cubature Kalman Filters

0 references

Identifiers

zbMATH Open document ID

1493.93056

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Mathematics Subject Classification ID

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0 references

0 references

0 references

10.1016/J.EJCON.2022.100648

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Sitelinks

Mathematics(1 entry)

mardi Publication:2157851

@@ Property / DOI @@
-.1016/j.ejcon.2022.100648
@@ Property / DOI: 10.1016/j.ejcon.2022.100648 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejcon.2022.100648
+Normal rank
@@ Property / OpenAlex ID @@
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@@ Property / OpenAlex ID: W4225011367 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115575544
@@ Property / Wikidata QID: Q115575544 / rank @@
+Normal rank
@@ Property / cites work @@
+A square root formulation of the Kalman covariance equations.
+Normal rank
@@ Property / cites work @@
+Cubature Kalman Filters
@@ Property / cites work: Cubature Kalman Filters / rank @@
+Normal rank
@@ Property / cites work @@
+Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
+Normal rank
@@ Property / cites work @@
+Numerical Methods in Matrix Computations
@@ Property / cites work: Numerical Methods in Matrix Computations / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of the hyperbolic singular value decomposition
+Normal rank
@@ Property / cites work @@
+Q2753022
@@ Property / cites work: Q2753022 / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of square-root filtering to include process noise
+Normal rank
@@ Property / cites work @@
+<i>J</i>-Orthogonal Matrices: Properties and Generation
+Normal rank
@@ Property / cites work @@
+Gaussian filters for nonlinear filtering problems
@@ Property / cites work: Gaussian filters for nonlinear filtering problems / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian sum particle filtering
@@ Property / cites work: Gaussian sum particle filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse-grid quadrature nonlinear filtering
@@ Property / cites work: Sparse-grid quadrature nonlinear filtering / rank @@
+Normal rank
@@ Property / cites work @@
+High-degree cubature Kalman filter
@@ Property / cites work: High-degree cubature Kalman filter / rank @@
+Normal rank
@@ Property / cites work @@
+A new method for the nonlinear transformation of means and covariances in filters and estimators
+Normal rank
@@ Property / cites work @@
+The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
+Normal rank
@@ Property / cites work @@
+Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering
+Normal rank
@@ Property / cites work @@
+Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
+Normal rank
@@ Property / cites work @@
+Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
+Normal rank
@@ Property / cites work @@
+Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements
+Normal rank
@@ Property / cites work @@
+NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
+Normal rank
@@ Property / cites work @@
+Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
+Normal rank
@@ Property / cites work @@
+Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
+Normal rank
@@ Property / cites work @@
+Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios
+Normal rank
@@ Property / cites work @@
+Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
+Normal rank
@@ Property / cites work @@
+SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
+Normal rank
@@ Property / cites work @@
+MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
+Normal rank
@@ Property / cites work @@
+Jordan chains for lambda matrices. II
@@ Property / cites work: Jordan chains for lambda matrices. II / rank @@
+Normal rank
@@ Property / cites work @@
+Q3818224
@@ Property / cites work: Q3818224 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing.
@@ Property / cites work: Monte Carlo strategies in scientific computing. / rank @@
+Normal rank
@@ Property / cites work @@
+A Systematization of the Unscented Kalman Filter Theory
+Normal rank
@@ Property / cites work @@
+A Seventh‐Degree Cubature Kalman Filter
@@ Property / cites work: A Seventh‐Degree Cubature Kalman Filter / rank @@
+Normal rank
@@ Property / cites work @@
+A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units
+Normal rank
@@ Property / cites work @@
+A GPU-based hyperbolic SVD algorithm
@@ Property / cites work: A GPU-based hyperbolic SVD algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
+Normal rank
@@ Property / cites work @@
+Q2849820
@@ Property / cites work: Q2849820 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Derivation of the Cubature Kalman Filters
@@ Property / cites work: A New Derivation of the Cubature Kalman Filters / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.EJCON.2022.100648
@@ Property / DOI: 10.1016/J.EJCON.2022.100648 / rank @@
+Normal rank