Extension of square-root filtering to include process noise

Cites work

A square root formulation of the Kalman covariance equations.
scientific article; zbMATH DE number 3140820 (Why is no real title available?)
scientific article; zbMATH DE number 3257775 (Why is no real title available?)
Nonlinear oscillations and nonstationary flow in a zero temperature plasma. I: Initial and boundary value problems. II: General characteristics of the motion

Cited in

(30)

A parallel architecture for Kalman filter measurement update and parameter estimation
Square-root Kalman filtering of descriptor systems
Analysis of EEG signals with changing spectra using a short-word Kalman estimator
A double-stage piecewise recursive filter for real-time applications
The treatment of bias in the square-root information filter/smoother
Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
A general approach for designing the MWGS-based information-form Kalman filtering methods
A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems
Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
Sequential square root filtering and smoothing of discrete linear systems
Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER
On efficient parametric identification methods for linear discrete stochastic systems
Systolic approach to square root information Kalman filtering
On the application of discrete square-root information filtering†
Square-root RTS smoothing algorithms
Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
Sequential maximum correntropy Kalman filtering
Moore-Penrose-pseudo-inverse-based Kalman-like filtering methods for estimation of stiff continuous-discrete stochastic systems with ill-conditioned measurements
Square-root information-type methods for continuous-discrete extended Kalman filtering
Square-root Kalman-like filters for estimation of stiff continuous-time stochastic systems with ill-conditioned measurements
Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
Filtering for rectangular discrete-time descriptor systems

This page was built for publication: Extension of square-root filtering to include process noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2529685)