New minimum sigma set for unscented filtering

DOI10.1002/RNC.3262zbMATH Open1338.93375OpenAlexW1962686351MaRDI QIDQ2804455FDOQ2804455

Authors Henrique M. Menegaz, Geovany A. Borges, João Y. Ishihara

Publication date 29 April 2016

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.3262

zbMATH Keywords

unscented Kalman filterunscented transformsquare-root unscented Kalman filterminimum sigma set

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A Systematization of the Unscented Kalman Filter Theory
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• An optimal two-stage algorithm for highly maneuvering targets tracking
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

Cited in

(4)

• Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic 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
• Reduced-rank unscented Kalman filtering using Cholesky-based decomposition
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements

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