M-estimation based sparse grid quadrature filter and stochastic stability analysis

DOI10.1016/J.JFRANKLIN.2021.07.046MaRDI QIDQ2235403zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

robustnessnonlinear systemstochastic stabilitysparse grid quadrature filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15)

Recommendations

• Sparse-grid quadrature nonlinear filtering
• Sparse filtering under bounded exogenous disturbances
• Stable approximation schemes for optimal filters
• The stability of quadratic filters
• Mean-square filtering for uncertain linear stochastic systems
• Grid Based Nonlinear Filtering Revisited: Recursive Estimation & Asymptotic Optimality
• Stabilization of a meshless method via weighted least squares filtering
• Stability Bound of the Initial Mean-Square Deviation of High-Order Stochastic Gradient Adaptive Filtering Algorithms
• Parameter estimation and asymptotic stability in stochastic filtering
• Quasi-stochastic integration filter for nonlinear estimation

Cites work

• A derivative-free filter method for solving nonlinear complementarity problems
• Cubature Kalman Filters
• Likelihood approximation by numerical integration on sparse grids
• Outlier-robust Kalman filters with mixture correntropy
• Performance evaluation of UKF-based nonlinear filtering
• Sparse-grid quadrature nonlinear filtering
• Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements

Cited in

(2)

• Multiple sparse-grid Gauss-Hermite filtering
• Sparse-grid quadrature nonlinear filtering

This page was built for publication: M-estimation based sparse grid quadrature filter and stochastic stability analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2235403)