Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison

DOI10.1134/S0005117919070026MaRDI QIDQ2331468zbMATH OpenOpenAlexWikidataFDO

Authors A. V. Bosov, G. B. Miller

Publication date 29 October 2019

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117919070026

zbMATH Keywords

conditionally minimax nonlinear filterconditionally optimal filteringnonlinear stochastic observation systemsimulation modelingunscented Kalman filterunscented transform

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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Cites work

• A Novel a Priori State Computation Strategy for the Unscented Kalman Filter to Improve Computational Efficiency
• A Systematization of the Unscented Kalman Filter Theory
• Complete offline tuning of the unscented Kalman filter
• Conditionally minimax algorithm for nonlinear system state estimation
• Ergodicity of nonlinear first order autoregressive models
• Estimation of variables and parameters in discrete-time nonlinear systems
• scientific article; zbMATH DE number 41722 (Why is no real title available?)
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• Optimal recursive estimation with uncertain observation
• Recurrent conditionally minimax filtering of processes in nonlinear difference stochastic systems
• Simple mathematical models with very complicated dynamics
• Stochastic stability of the unscented Kalman filter with intermittent observations
• The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
• Unscented Kalman filter with advanced adaptation of scaling parameter
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter
• Unscented Kalman Filters for Multiple Target Tracking With Symmetric Measurement Equations

Cited in

(6)

• Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
• The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
• Using maximum cross section method for filtering jump-diffusion random processes
• Comparison of minimax filter and Kalman filter estimations
• New minimum sigma set for unscented filtering
• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion

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