Gaussian filters for nonlinear filtering problems
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Cited in
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- Track fitting with long-tailed noise: A Bayesian approach
- Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
- Kalman filter variants in the closed skew normal setting
- Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises
- Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Sequential Bayesian inference for static parameters in dynamic state space models
- Particle Gaussian mixture filters. II.
- 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
- The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
- Fractional generalizations of Zakai equation and some solution methods
- A Gaussian approximation recursive filter for nonlinear systems with correlated noises
- Truncation nonlinear filters for state estimation with nonlinear inequality constraints
- Sparse-grid quadrature nonlinear filtering
- H-infinity filtering for a class of nonlinear discrete-time systems based on unscented transform
- Novel SINS initial alignment method under large misalignment angles and uncertain noise based on nonlinear filter
- Computing integrals involved the Gaussian function with a small standard deviation
- Nonlinear estimation based on conversion-sample optimization
- Generalized Gauss-Hermite filtering
- 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
- Differential algebra-based multiple Gaussian particle filter for orbit determination
- Deep state-space Gaussian processes
- Non-Gaussian noise reduction in measurement signal processing
- A local sigma-point unscented Kalman filter for geophysical data assimilation
- A stochastic metapopulation state-space approach to modeling and estimating COVID-19 spread
- An approximate minimum mean-square error estimator for linear discrete time-varying systems: handling try-once-discard protocol
- Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
- 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
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- Copula particle filters
- Adaptive ODE solvers in extended Kalman filtering algorithms
- Bayesian filter for nonlinear systems with randomly delayed and lost measurements
- Multiple sparse-grid Gauss-Hermite filtering
- Quadrature filters for one-step randomly delayed measurements
- An inequality unscented transformation for estimating the statistical moments
- Design of high-degree Student's \(t\)-based cubature filters
- General equivalence between two kinds of noise-correlation filters
- A survey of numerical methods for nonlinear filtering problems
- Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media
- Complete offline tuning of the unscented Kalman filter
- Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
- Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty
- An improved Gaussian approximate filtering method
- Computationally efficient simplex unscented Kalman filter based on numerical integration
- Fast continuous-discrete DAF-filters
- Variants of extended Kalman filtering approaches for Bayesian tracking
- Gaussian non-linear filter algorithm based on integrated navigation system
- Gaussian progressive Bayesian filter
- Rao-Blackwellized convolution filtering algorithm for conditionally linear Gaussian state space models
- Particle filters and Bayesian inference in financial econometrics
- Design of sigma-point Kalman filter with recursive updated measurement
- Quasi-Linear Filtering of Stationary Gaussian Sequences
- 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
- On Stability of a Class of Filters for Nonlinear Stochastic Systems
- Strong tracking Kalman filter for non-Gaussian observation
- Nonlinear continuous time modeling approaches in panel research
- Quasi-Gaussian Particle Filtering
- Extensive representations and algorithms for nonlinear filtering and estimation
- Dirac mixture approximation for nonlinear stochastic filtering
- Uniqueness of the Gaussian Kernel for Scale-Space Filtering
- La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
- Robust Kalman filter for linear discrete-time system with gaussian sum noises
- Iterated gain-based stochastic filters for dynamic system identification
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
- Adaptive distributed partitioning filters: non-gaussian initial conditions
- On a nonlinear Kalman filter with simplified divided difference approximation
- scientific article; zbMATH DE number 591188 (Why is no real title available?)
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Modified particle filter and Gaussian filter with packet dropouts
- A seventh-degree cubature Kalman filter
- An event-triggered approach to state estimation with multiple point- and set-valued measurements
- Stochastic filtering methods in electronic trading
- A unifying framework for Gaussian process pseudo-point approximations using power expectation propagation
- Convex saturated particle filter
- Unscented Kalman filter with advanced adaptation of scaling parameter
- scientific article; zbMATH DE number 774875 (Why is no real title available?)
- A new real-time suboptimum filtering and prediction scheme for general nonlinear discrete dynamic systems with Gaussian or non-Gaussian noise
- Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering
- Stochastic integration filter with improved state estimate mean-square error computation
- Identification of strength and toughness of quasi-brittle materials from spall tests: a sigma-point Kalman filter approach
- The algorithm of adaptive determination of amplification of the PD filter estimating object state on the basis of signal measurable on-line
- A new perspective on Gaussian sigma-point Kalman filters
- State estimation with multi-level vector quantisation and communication uncertainty
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- A new derivation of the cubature Kalman filters
- Robust ensemble Kalman filter based on exponential cost function
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