M-estimation based sparse grid quadrature filter and stochastic stability analysis
From MaRDI portal
Publication:2235403
DOI10.1016/j.jfranklin.2021.07.046zbMath1472.93188MaRDI QIDQ2235403
Yang Gao, Chen Qian, Yifei Wu, Jian Guo, Qing-wei 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
93E11: Filtering in stochastic control theory
93B35: Sensitivity (robustness)
93C10: Nonlinear systems in control theory
93E15: Stochastic stability in control theory
Cites Work
- Likelihood approximation by numerical integration on sparse grids
- Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements
- A derivative-free filter method for solving nonlinear complementarity problems
- Sparse-grid quadrature nonlinear filtering
- Outlier-robust Kalman filters with mixture correntropy
- Performance evaluation of UKF-based nonlinear filtering
- Cubature Kalman Filters