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)

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• Parameter estimation and asymptotic stability in stochastic filtering
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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

(4)

• An improved weight adaptive Gaussian sum algorithm based on sparse-grid quadrature filter for non-Gaussian models
• Multiple sparse-grid Gauss-Hermite filtering
• Double-state chi-square test based sparse grid quadrature filtering algorithm and its application in integrated navigation
• Sparse-grid quadrature nonlinear filtering

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