A New Derivation of the Cubature Kalman Filters (Q5172935): Difference between revisions

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+Block Kalman filtering for large-scale DSGE models
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+Gaussian filters for nonlinear filtering problems
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+An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†
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+Digital synthesis of non-linear filters
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+Cubature Kalman Filters
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+Gaussian sum particle filtering
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+Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
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+Adaptive Gating for Multitarget Tracking With Gaussian Mixture Filters
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+High-degree cubature Kalman filter
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+Square‐Root Cubature‐Quadrature <scp>K</scp>alman Filter
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+Advances in multidimensional integration
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+Cubature of integrands containing derivatives
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+Extrapolation and adaptivity in software for automatic numerical integration on a cube
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+Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
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+Spherical Product Algorithms and the Integration of Smooth Functions with One Singular Point
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+Construction of fully symmetric numerical integration formulas
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+The Application of Integer Programming to the Computation of Fully Symmetric Integration Formulas in Two and Three Dimensions
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+Gaussian particle filtering
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