Scaled unscented transform Gaussian sum filter: theory and application

DOI10.1016/J.PHYSD.2010.01.022zbMath1193.93176arXiv1005.2665OpenAlexW1989940317MaRDI QIDQ968520

B. E. Eshmatov

Publication date: 5 May 2010

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.2665

zbMATH Keywords

data assimilationensemble Kalman filterGaussian sum filterscaled unscented Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Iterated gain-based stochastic filters for dynamic system identification ⋮ Truncation nonlinear filters for state estimation with nonlinear inequality constraints ⋮ On a nonlinear Kalman filter with simplified divided difference approximation ⋮ Unscented Kalman filter with advanced adaptation of scaling parameter

Uses Software

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Cites Work

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• Ensemble Kalman filter with the unscented transform
• Modified explicitly restarted Lanczos algorithm
• Stochastic processes and filtering theory
• Recursive Bayesian estimation using Gaussian sums
• Recursive fading memory filtering
• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Data Assimilation

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