Multiple sparse-grid Gauss-Hermite filtering

DOI10.1016/J.APM.2015.11.035zbMATH Open1459.62178OpenAlexW2189183289MaRDI QIDQ2290735FDOQ2290735

Authors: R. Radhakrishnan, Abhinoy Kumar Singh, Shovan Bhaumik, N. K. Tomar 

Publication date: 29 January 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2015.11.035

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zbMATH Keywords

Bayesian estimationcomplexity reductionnonlinear filteringGauss-Hermite quadraturesparse-gridstate-space partitioning

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cites Work

• Nonlinear Bayesian estimation using Gaussian sum approximations
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• Cubature Kalman Filters
• Estimating long-run relationships in economics. A comparison of different approaches
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• Sparse-grid quadrature nonlinear filtering
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Utilization of modified polar coordinates for bearings-only tracking
• Extended and unscented Kalman filtering based feedforward neural networks for time series prediction
• Ensemble forecasting
• Multiple Quadrature Kalman Filtering
• Estimation and tracking of complex-valued quasi-periodically varying systems
• Unscented Kalman filter for time varying spectral analysis of earthquake ground motions
• Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems

Cited In (7)

• Continuous-discrete filters for bearings-only underwater target tracking problems
• Differential algebra-based multiple Gaussian particle filter for orbit determination
• Adaptive sparse-grid Gauss-Hermite filter
• Generalized Gauss-Hermite filtering
• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
• Sparse-grid quadrature nonlinear filtering
• Gaussian kernel quadrature Kalman filter

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