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

DOI10.1016/j.jfranklin.2021.07.046zbMath1472.93188OpenAlexW3187831617MaRDI 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

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)

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

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