Multiple sparse-grid Gauss-Hermite filtering

DOI10.1016/J.APM.2015.11.035MaRDI QIDQ2290735zbMATH OpenOpenAlexFDO

Authors R. Radhakrishnan, Abhinoy Kumar Singh, Shovan Bhaumik, N. K. Tomar

Publication date 29 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2015.11.035

zbMATH Keywords

Bayesian estimationcomplexity reductionnonlinear filteringGauss-Hermite quadraturesparse-gridstate-space partitioning

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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Cites work

• scientific article; zbMATH DE number 3321507 (Why is no real title available?)
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• Ensemble forecasting
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• Estimation and tracking of complex-valued quasi-periodically varying systems
• Extended and unscented Kalman filtering based feedforward neural networks for time series prediction
• Gaussian filters for nonlinear filtering problems
• Multiple Quadrature Kalman Filtering
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Sparse-grid quadrature nonlinear filtering
• Unscented Kalman filter for time varying spectral analysis of earthquake ground motions
• Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems
• Utilization of modified polar coordinates for bearings-only tracking

Cited in

(7)

• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
• Gaussian kernel quadrature Kalman filter
• Continuous-discrete filters for bearings-only underwater target tracking problems
• Generalized Gauss-Hermite filtering
• Sparse-grid quadrature nonlinear filtering
• Adaptive sparse-grid Gauss-Hermite filter
• Differential algebra-based multiple Gaussian particle filter for orbit determination

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