New developments in state estimation for nonlinear systems
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Cites work
- A finite-difference method for linearization in nonlinear estimation algorithms
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 4089457 (Why is no real title available?)
- scientific article; zbMATH DE number 41029 (Why is no real title available?)
- scientific article; zbMATH DE number 842546 (Why is no real title available?)
- scientific article; zbMATH DE number 5270106 (Why is no real title available?)
- scientific article; zbMATH DE number 3336305 (Why is no real title available?)
- New developments in state estimation for nonlinear systems
- Stochastic models, estimation, and control. Vol. 2,3
Cited in
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- Optimal \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems
- Observability analysis and model formulation for nonlinear state estimation
- Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises
- Almost sure \(H_\infty\) filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems
- Filtering and identification of a state space model with linear and bilinear interactions between the states
- Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
- An improved Gaussian mixture CKF algorithm under non-Gaussian observation noise
- Inverse optimal neural control of blood glucose level for type 1 diabetes mellitus patients
- A Gaussian approximation recursive filter for nonlinear systems with correlated noises
- The observer follower filter: a new approach to nonlinear suboptimal filtering
- Truncation nonlinear filters for state estimation with nonlinear inequality constraints
- Sparse-grid quadrature nonlinear filtering
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- Nonlinear estimation based on conversion-sample optimization
- Generalized Gauss-Hermite filtering
- Sequential Wald test employing a constrained filter bank: application to spacecraft conjunctions
- A local sigma-point unscented Kalman filter for geophysical data assimilation
- Estimation of dynamic systems using a method of characteristics filter
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- Adaptive ODE solvers in extended Kalman filtering algorithms
- Almost sure state estimation for nonlinear stochastic systems with Markovian switching
- Stochastic stability of center difference predictive filter
- \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems with partly unknown transition rates
- Quadrature filters for one-step randomly delayed measurements
- Urban and indoor weak signal tracking using an array tracker with MVA and nonlinear filtering
- Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems
- General equivalence between two kinds of noise-correlation filters
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
- Fuzzy variant of a statistical test point Kalman filter
- Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media
- Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
- Inverse analyses in fracture mechanics
- Variants of extended Kalman filtering approaches for Bayesian tracking
- 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
- Out-of-order sigma-point Kalman filtering for target localization using cooperating unmanned aerial vehicles
- A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
- Eine neue Methode zur Zustandsapproximation nichtlinearer Systeme mit linearer Meßgleichung/ new idea how to approximate the state of a nonlinear system with a linear measurement equation
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
- On a nonlinear Kalman filter with simplified divided difference approximation
- Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
- Recurrent Neural Networks Training Using Derivative Free Nonlinear Bayesian Filters
- Kalman filters for non-linear systems: a comparison of performance
- Sonar-based robot navigation using non-linear robust discrete-time observers
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- A new algorithm for approximating the state of nonlinear systems
- Unscented Kalman filter with advanced adaptation of scaling parameter
- Stochastic integration filter with improved state estimate mean-square error computation
- The algorithm of adaptive determination of amplification of the PD filter estimating object state on the basis of signal measurable on-line
- Analysis of Complexity Reduction in Kalman Filters Through Decoupling Control With Chattered Inputs in PMSM
- On the state estimation of non-linear discrete-time models: application to unmanned aerial vehicles
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- Robust adaptive divided difference filter based on forgetting factors and its applications
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- A second-order method for state estimation of non-linear dynamical systems†
- New developments in state estimation for nonlinear systems
- Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems
- Adaptive Masreliez-Martin fractional embedded cubature Kalman filter
- An improved central difference Kalman filter for satellite attitude estimation with state mutation
- A robust three-stage central difference Kalman filter for nonlinear discrete-time systems considering faults and unknown inputs
- Pinning synchronization control for a class of dynamical networks with coupled time-varying delays: an interval-observer-based approach
- Sterling interpolation method for precision estimation of total least squares
- Nonparametric multi-step prediction in nonlinear state space dynamic systems
- Forward modeling and inverse estimation for nonlinear filtering
- Outlier‐robust zonotope set‐membership filter for discrete‐time nonlinear system
- Performance comparison among some nonlinear filters for a low cost SINS/GPS integrated solution
- Computational aspects of continuous-discrete extended Kalman-filtering
- Non-linear DSGE models and the optimized central difference particle filter
- Modified strong tracking system identification method based on square root center difference Kalman filter for civil structures
- A novel nonlinear filter through constructing the parametric Gaussian regression process
- Online state and unknown inputs estimation for nonlinear systems with particle filter based recursive expectation-maximization algorithm
- Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
- Adaptive multi-kernel maximum correntropy based divided difference filter for nonlinear state estimation with measurement outliers and unknown noise covariance
- ISRCKF-based dynamic state estimation for cyber-physical wind energy systems with bad data identification
- Bond risk premiums at the zero lower bound
- Gaussian estimation for non-linear stochastic uncertain systems with time-correlated additive noises and packet dropout compensations
- The Block-Correlated Pseudo Marginal Sampler for State Space Models
- Robust state and fault estimation for non-linear stochastic systems with unknown disturbances: a multi-step delayed solution
- Active state estimation of nonlinear systems
- A software framework for stochastic model predictive control of nonlinear continuous-time systems (GRAMPC-S)
- Adaptive variational Bayesian cubature quadrature Kalman filter with randomly delayed measurements and unknown noise covariance matrices
- Distributed maximum correntropy divided difference consensus filtering based on covariance intersection over wireless sensor networks
- Advanced point-mass method for nonlinear state estimation
- Comments on ``Performance evaluation of UKF-based nonlinear filtering
- A derivative-free implementation of the extended Kalman filter
- Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems
- Adaptive divided difference filtering for simultaneous state and parameter estimation
- Derivative-free estimation methods: new results and performance analysis
- Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue
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