Adaptive unscented Gaussian likelihood approximation filter

DOI10.1016/J.AUTOMATICA.2015.02.005MaRDI QIDQ490817zbMATH OpenOpenAlexFDO

Authors Ángel F. García-Fernández, Mark R. Morelande, Jesús Grajal, Lennart Svensson

Publication date 21 August 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://research.chalmers.se/en/publication/217400

zbMATH Keywords

Bayes' ruleGaussian approximationKalman filternonlinear filtering

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A Zakai equation derivation of the extended Kalman filter
• Analysis of Kalman Filter Approximations for Nonlinear Measurements
• Bounds for the Determinant of the Sum of Hermitian Matrices
• Cubature Kalman Filters
• High-degree cubature Kalman filter
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• scientific article; zbMATH DE number 3282322 (Why is no real title available?)
• Pattern recognition and machine learning.
• The iterated Kalman filter update as a Gauss-Newton method
• Truncated Unscented Kalman Filtering
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

Cited in

(4)

• Windowing and random weighting-based adaptive unscented Kalman filter
• scientific article; zbMATH DE number 6671531 (Why is no real title available?)
• A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system
• A novel nonlinear filter through constructing the parametric Gaussian regression process

Describes a project that uses

Uses Software

• PRMLT

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