Design of high-degree Student's t-based cubature filters

DOI10.1007/S00034-017-0662-YMaRDI QIDQ2312439zbMATH OpenOpenAlexFDO

Authors Yulong Huang, Yonggang Zhang

Publication date 16 July 2019

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-017-0662-y

zbMATH Keywords

nonlinear filternonlinear systemoutlierstate estimationStudent's \(t\) weighted integral

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• A novel Student's t-based Kalman filter with colored measurement noise
• High-degree cubature Kalman filter
• A new derivation of the cubature Kalman filters
• Huber-based robust generalized high-degree cubature Kalman filter
• Mixed-degree spherical simplex-radial cubature Kalman filter

Cites work

• Cubature Kalman Filters
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Design of sigma-point Kalman filter with recursive updated measurement
• Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
• Gaussian filter for nonlinear systems with correlated noises at the same epoch
• Gaussian filters for nonlinear filtering problems
• High-degree cubature Kalman filter
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• scientific article; zbMATH DE number 3716139 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• scientific article; zbMATH DE number 472982 (Why is no real title available?)
• Monomial cubature rules since ``Stroud: A compilation
• On robust Kalman filtering
• Robust Kalman Filter Based on a Generalized Maximum-Likelihood-Type Estimator
• Stochastic Integration Filter
• Stochastic Integration Rules for Infinite Regions

Cited in

(3)

• A cubatureH_∞filter and its square-root version
• Laplace _1 square-root cubature Kalman filter for non-Gaussian measurement noises
• Event-triggered moving horizon state estimation for discrete-time linear systems subject to measurement outliers

Describes a project that uses

Uses Software

• PATSYM

This page was built for publication: Design of high-degree Student's \(t\)-based cubature filters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2312439)