The cubature Kalman filter revisited

DOI10.1016/J.AUTOMATICA.2021.109541MaRDI QIDQ2664263zbMATH OpenOpenAlexFDO

Authors Ramón Orive, Leopoldo Acosta, Juan Carlos Santos-León, Daniel J. Acosta

Publication date 20 April 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2021.109541

zbMATH Keywords

cubature rulescubature Kalman filternonlinear filteringBayesian filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

• scientific article; zbMATH DE number 3648017 (Why is no real title available?)
• scientific article; zbMATH DE number 3716139 (Why is no real title available?)
• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Approximate Integration Formulas for Certain Spherically Symmetric Regions
• Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
• Construction of fully symmetric numerical integration formulas
• Cubature formulas for symmetric measures in higher dimensions with few points
• Cubature Kalman Filters
• High-degree cubature Kalman filter
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Mixed-degree spherical simplex-radial cubature Kalman filter
• Square-root cubature-quadrature Kalman filter
• Square-root information filtering and fixed-interval smoothing with singularities
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering

Cited in

(18)

• Cubature formulae for the Gaussian weight. Some old and new rules.
• A new derivation of the cubature Kalman filters
• Desensitized cubature Kalman filter with uncertain parameters
• Modified CKF algorithm based on orthogonal transformation
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• Rational symbolic cubature rules over the first quadrant in a Cartesian plane
• High-degree cubature Kalman filter and its application in target tracking
• A seventh-degree cubature Kalman filter
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
• Cubature Kalman smoothers
• A novel fifth-degree cubature Kalman filter approaching the lower bound on the number of cubature points
• Composite embedded cubature Kalman filter
• Adaptive control for stochastic nonlinear systems with time‐varying delays via multidimensional Taylor network
• High-degree cubature Kalman filter
• Stable and Efficient Cubature-based Filtering in Dynamical Systems
• An adaptive vehicle tracking enhancement algorithm based on fuzzy interacting multiple model robust cubature Kalman filtering
• Extended homogeneous bivariate orthogonal polynomials: symbolic and numerical Gaussian cubature formula

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