M-estimation based sparse grid quadrature filter and stochastic stability analysis
DOI10.1016/J.JFRANKLIN.2021.07.046zbMATH Open1472.93188OpenAlexW3187831617MaRDI QIDQ2235403FDOQ2235403
Authors: Chen Qian, Yifei Wu, Jian Guo, Yang Gao, Qingwei Chen 
Publication date: 21 October 2021
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.07.046
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Cites Work
- Likelihood approximation by numerical integration on sparse grids
- Cubature Kalman Filters
- Sparse-grid quadrature nonlinear filtering
- Performance evaluation of UKF-based nonlinear filtering
- A derivative-free filter method for solving nonlinear complementarity problems
- Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements
- Outlier-robust Kalman filters with mixture correntropy
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