A skewed unscented Kalman filter

DOI10.1080/00207179.2016.1171912zbMATH Open1360.93709OpenAlexW2327274260MaRDI QIDQ2979577FDOQ2979577

Authors: Javad Rezaie, Jo Eidsvik 

Publication date: 25 April 2017

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2016.1171912

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zbMATH Keywords

skewnessnonlinear systemsstate estimationunscented Kalman filterclosed skew normal distribution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Additive properties of skew normal random vectors
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter
• Transformed Unscented Kalman Filter
• A skewed Kalman filter
• Estimating the closed skew-normal distribution parameters using weighted moments
• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• Some Relations Between Extended and Unscented Kalman Filters
• Monte Carlo filters for non-linear state estimation
• Kalman filter variants in the closed skew normal setting

Cited In (7)

• A skew-normal dynamic linear model and Bayesian forecasting
• Scaled unscented transform Gaussian sum filter: theory and application
• Kalman filter variants in the closed skew normal setting
• Truncated Unscented Kalman Filtering
• Unscented Kalman filter with advanced adaptation of scaling parameter
• A skewed Kalman filter
• Some properties of the unified skew-normal distribution

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