An efficient statistical adaptive order-switching methodology for Kalman filters

DOI10.1016/J.CNSNS.2020.105539MaRDI QIDQ2212059zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

extended Kalman filteradaptive high order switching

Mathematics Subject Classification ID

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

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Cites work

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

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• GitHub

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