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

adaptive high order switchingextended Kalman filter

Mathematics Subject Classification ID

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

Recommendations

• A high order unscented Kalman filtering method
• On designing consistent extended Kalman filter
• Computational aspects of continuous-discrete extended Kalman-filtering
• Variants of extended Kalman filtering approaches for Bayesian tracking
• An interlaced extended Kalman filter

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

Describes a project that uses

Uses Software

• GitHub

This page was built for publication: An efficient statistical adaptive order-switching methodology for Kalman filters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2212059)