Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering

DOI10.1016/J.AUTOMATICA.2018.11.041MaRDI QIDQ1737709zbMATH OpenOpenAlexWikidataFDO

Authors Dominik Ballreich

Publication date 24 April 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2018.11.041

zbMATH Keywords

cubature Kalman filterfully symmetric cubature rulesKalman filternonlinear estimationnumerical integration

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

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• Construction of cubature formulas of degree eleven for symmetric planar regions, using orthogonal polynomials
• Cubature formulas for symmetric measures in higher dimensions with few points
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• Cubature Kalman Filters
• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
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• Rotation invariant cubature formulas over the n-dimensional unit cube
• Smolyak cubature of given polynomial degree with few nodes for increasing dimension
• Smolyak's construction of cubature formulas of arbitrary trigonometric degree
• Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
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Cited in

(4)

• Cubature formulae for the Gaussian weight. Some old and new rules.
• The cubature Kalman filter revisited
• Rational symbolic cubature rules over the first quadrant in a Cartesian plane
• Extended homogeneous bivariate orthogonal polynomials: symbolic and numerical Gaussian cubature formula

Describes a project that uses

Uses Software

• nwSpGr
• PATSYM
• HRMSYM

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