Quadrature filters for one-step randomly delayed measurements

DOI10.1016/J.APM.2016.04.016MaRDI QIDQ2293467zbMATH OpenOpenAlexFDO

Authors Abhinoy Kumar Singh, Shovan Bhaumik, Paresh Date

Publication date 5 February 2020

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

Full work available at URL https://doi.org/10.1016/j.apm.2016.04.016

zbMATH Keywords

Gauss-Hermite quadrature rulenonlinear filteringproduct rulerandomly delayed measurementsSmolyak rule

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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Cites work

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Cited in

(10)

• A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements
• Bayesian filter for nonlinear systems with randomly delayed and lost measurements
• Gaussian filter for nonlinear systems with one-step randomly delayed measurements
• Particle filter with one-step randomly delayed measurements and unknown latency probability
• A general framework solution to Gaussian filter with multiple-step randomly-delayed measurements
• Gaussian kernel quadrature Kalman filter
• An improved Bayesian filter for nonlinear systems under multistep randomly delayed and lost measurements
• A novel Gaussian filter framework for nonlinear stochastic system with one-step delayed measurement and correlated noise
• Adaptive variational Bayesian cubature quadrature Kalman filter with randomly delayed measurements and unknown noise covariance matrices
• Quadratic estimation of multivariate signals from randomly delayed measurements

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