Cubature Kalman Filters
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(only showing first 100 items - show all)- Adaptive sparse-grid Gauss-Hermite filter
- The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
- Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises
- Optimal nonlinear recurrent finite memory filter
- Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- An enhanced UWB-based range/GPS cooperative positioning approach using adaptive variational Bayesian cubature Kalman filtering
- Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems
- Nonlinear state estimation under bounded noises
- Particle Gaussian mixture filters. I.
- Switching and information exchange in compressed estimation of coupled high dimensional processes
- A SLAM algorithm based on adaptive cubature Kalman filter
- Quasi-stochastic integration filter for nonlinear estimation
- Ship tracking based on underwater electric potential
- A novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target tracking
- Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
- An improved Gaussian mixture CKF algorithm under non-Gaussian observation noise
- Autonomous path estimation for a descent vehicle using recursive Gaussian filters
- Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
- Data-based control for humanoid robots using support vector regression, fuzzy logic, and cubature Kalman filter
- A sparse signal reconstruction algorithm in wireless sensor networks
- A novel extended kernel recursive least squares algorithm
- A Gaussian approximation recursive filter for nonlinear systems with correlated noises
- Sparse-grid quadrature nonlinear filtering
- Markov cubature rules for polynomial processes
- Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter
- State of charge estimation for Lithium-ion battery by using dual square root cubature Kalman filter
- Novel SINS initial alignment method under large misalignment angles and uncertain noise based on nonlinear filter
- Mixed-degree spherical simplex-radial cubature Kalman filter
- A novel fifth-degree cubature Kalman filter for real-time orbit determination by radar
- Continuous finite-dimensional locally optimal filtering of jump diffusions
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- Nonlinear estimation based on conversion-sample optimization
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
- Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
- Particle filtering for a class of cyber-physical systems under round-robin protocol subject to randomly occurring deception attacks
- An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks
- Switching Gaussian-heavy-tailed distribution based robust Gaussian approximate filter for INS/GNSS integration
- A novel Kalman filter formulation for improving tracking performance of the extended kernel RLS
- Compressed Monte Carlo with application in particle filtering
- Estimation of dynamic systems using a method of characteristics filter
- Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
- Robust stable iterated unscented Kalman filter based on maximum correntropy criterion
- 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
- Outlier-robust Kalman filters with mixture correntropy
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- Cubature formulae for the Gaussian weight. Some old and new rules.
- Robust and efficient WLS-based dynamic state estimation considering transformer core saturation
- A hierarchical estimation scheme of tire-force based on random-walk SCKF for vehicle dynamics control
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- M-estimation based sparse grid quadrature filter and stochastic stability analysis
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
- Adaptive ODE solvers in extended Kalman filtering algorithms
- Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference
- Bayesian filter for nonlinear systems with randomly delayed and lost measurements
- Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises
- Multiple sparse-grid Gauss-Hermite filtering
- Quadrature filters for one-step randomly delayed measurements
- A risk-based multisensor optimization scheduling method for target threat assessment
- An ASVSF-SLAM algorithm with time-varying noise statistics based on MAP creation and weighted exponent
- Adaptively random weighted cubature Kalman filter for nonlinear systems
- A novel EM implementation for initial alignment of SINS based on particle filter and particle swarm optimization
- An inequality unscented transformation for estimating the statistical moments
- Design of high-degree Student's \(t\)-based cubature filters
- Efficient cubature rules
- Cooperative localization algorithm for multiple mobile robot system in indoor environment based on variance component estimation
- A novel fifth-degree cubature Kalman filter approaching the lower bound on the number of cubature points
- General equivalence between two kinds of noise-correlation filters
- The continuous-discrete extended Kalman filter revisited
- Novel simplex Kalman filters
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- Complete offline tuning of the unscented Kalman filter
- Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
- Improved nonlinear observable degree analysis using data fusion
- Event-triggered control for stochastic networked control systems against denial-of-service attacks
- The cubature Kalman filter revisited
- A new Hamilton-Jacobi differential game framework for nonlinear estimation and output feedback control
- Particle swarm optimization for vehicle positioning based on robust cubature Kalman filter
- A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
- Discrete-time mixed \(\mathbb H_2/\mathbb H_{\infty}\) nonlinear filtering
- Computationally efficient simplex unscented Kalman filter based on numerical integration
- Design of adaptive robust square-root cubature Kalman filter with noise statistic estimator
- Design of sigma-point Kalman filter with recursive updated measurement
- Efficient adaptation of design parameters of derivative-free filters
- Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
- Gaussian sum approximation filter for nonlinear dynamic time-delay system
- Cubature H_ information filter and its extensions
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Adaptive approximation of higher order posterior statistics
- A seventh-degree cubature Kalman filter
- An event-triggered approach to state estimation with multiple point- and set-valued measurements
- Stable and Efficient Cubature-based Filtering in Dynamical Systems
- Stochastic filtering methods in electronic trading
- Unscented Kalman filter with advanced adaptation of scaling parameter
- Adaptive unscented Gaussian likelihood approximation filter
- A quadratic Kalman filter
- Stochastic integration filter with improved state estimate mean-square error computation
- A higher order unscented transform
- Cauchy kernel-based maximum correntropy Kalman filter
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