An adaptive UKF filtering algorithm based on maximum a posterior estimation and exponential weighting

DOI10.3724/SP.J.1004.2010.01007MaRDI QIDQ3014232zbMATH OpenOpenAlexFDO

Authors Lin Zhao, Xiaoxu Wang, Ming Sun, Jicheng Ding, Chao Yan

Publication date 19 July 2011

Published in Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3724/sp.j.1004.2010.01007

zbMATH Keywords

exponential weightingmaximum a-posteriori estimationadaptive unscented Kalman filtering algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Design of unscented Kalman filter with noise statistic estimator
• Adaptive UKF based on maximum likelihood principle and receding horizon estimation
• Windowing and random weighting-based adaptive unscented Kalman filter
• Design of adaptive robust square-root cubature Kalman filter with noise statistic estimator
• Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter

Cited in

(10)

• Adaptive UKF based on maximum likelihood principle and receding horizon estimation
• An Adaptive UKF Algorithm for the State { Algorithm for the State and Parameter Estimations of a Mobile Robot
• Adaptive UKF algorithm under condition of sensor faults
• Design of unscented Kalman filter with noise statistic estimator
• Distributed adaptive cubature information filtering for bounded noise system in wireless sensor networks
• Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter
• Adaptive fractional-order unscented Kalman filter with unknown noise statistics
• An ASVSF-SLAM algorithm with time-varying noise statistics based on MAP creation and weighted exponent
• Windowing and random weighting-based adaptive unscented Kalman filter
• Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters

This page was built for publication: An adaptive UKF filtering algorithm based on maximum a posterior estimation and exponential weighting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3014232)