An efficient statistical adaptive order-switching methodology for Kalman filters

DOI10.1016/J.CNSNS.2020.105539zbMATH Open1453.93231OpenAlexW3087143428MaRDI QIDQ2212059FDOQ2212059

Authors: Jianlin Chen, Jianping Yuan, Josep J. Masdemont, Gerard Gómez 

Publication date: 17 November 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105539

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zbMATH Keywords

extended Kalman filteradaptive high order switching

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Cites Work

• State estimation of stochastic systems with switching measurements: a polynomial approach
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Transformed Unscented Kalman Filter
• Classifying the weights of particle filters in nonlinear systems
• Set propagation in dynamical systems with generalised polynomial algebra and its computational complexity

Uses Software

• GitHub

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