Fourier-Hermite Kalman Filter

DOI10.1109/TAC.2011.2174667MaRDI QIDQ5352847zbMATH OpenFDO

Authors Juha Sarmavuori, Simo Särkkä

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2011.2174667

Mathematics Subject Classification ID

Linearizations (93B18) Filtering in stochastic control theory (93E11)

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Cited in

(11)

• Mixed-degree spherical simplex-radial cubature Kalman filter
• A novel fifth-degree cubature Kalman filter for real-time orbit determination by radar
• Comparison of continuity equation and Gaussian mixture model for long-term density propagation using semi-analytical methods
• Efficient adaptation of design parameters of derivative-free filters
• Cubature H_ information filter and its extensions
• Frequency-domain properties of Kalman filters
• Unscented Kalman filter with advanced adaptation of scaling parameter
• Algoritmo conjunto Kalman–Haar aplicado al procesamiento de señales
• A cubatureH_∞filter and its square-root version
• Kalman-Wavelet Combined Filtering
• Leveraging probabilistic optimal control for efficient trajectory optimization

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