Numerical methods for nonlinear filtering of signals and measurements
zbMATH Open1348.93255MaRDI QIDQ2831985FDOQ2831985
Authors: M. V. Kulikova, G. Yu. Kulikov
Publication date: 4 November 2016
Published in: Vychislitel'nye Tekhnologii (Search for Journal in Brave)
Full work available at URL: http://www.ict.nsc.ru/jct/t21n4/annotation/1744?l=eng
Recommendations
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- A quadrature-based method of moments for nonlinear filtering
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- Efficient extended cubature Kalman filtering for nonlinear target tracking
extended Kalman filtercubature Kalman filterunscented Kalman filteroptimal estimate of the state vector of stochastic systemItô-type stochastic differential equations with discrete measurements
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Cited In (9)
- A review of NQR signal processing and analysis techniques
- A quadrature-based method of moments for nonlinear filtering
- Linear Kalman-Bucy filter with vector autoregressive signal and noise
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Numerical interpolations of analog and wave-ditigal elliptic filter parameters
- Continuous finite-dimensional locally optimal filtering of jump diffusions
- Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
- Nonlinear aircraft tracking filter utilizing control variable estimation
- Title not available (Why is that?)
This page was built for publication: Numerical methods for nonlinear filtering of signals and measurements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2831985)