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
DOI10.1016/j.ejcon.2022.100648zbMath1493.93056OpenAlexW4225011367WikidataQ115575544 ScholiaQ115575544MaRDI QIDQ2157851
G. Yu. Kulikov, Maria Vyacheslavovna Kulikova
Publication date: 22 July 2022
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2022.100648
nonlinear filtersstate estimationnumerical stabilitystochastic systemsfiltering algorithmsradar tracking
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- A GPU-based hyperbolic SVD algorithm
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
- High-degree cubature Kalman filter
- Sparse-grid quadrature nonlinear filtering
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- 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
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- Existence of the hyperbolic singular value decomposition
- Monte Carlo strategies in scientific computing.
- Extension of square-root filtering to include process noise
- Stochastic processes and filtering theory
- Jordan chains for lambda matrices. II
- Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering
- A Systematization of the Unscented Kalman Filter Theory
- A Hierarchically Blocked Jacobi SVD Algorithm for Single and Multiple Graphics Processing Units
- J-Orthogonal Matrices: Properties and Generation
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Gaussian filters for nonlinear filtering problems
- Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
- A Seventh‐Degree Cubature Kalman Filter
- The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
- Cubature Kalman Filters
- Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements
- Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios
- A New Derivation of the Cubature Kalman Filters
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
- Gaussian sum particle filtering
- Numerical Methods in Matrix Computations
- A square root formulation of the Kalman covariance equations.
This page was built for publication: 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
