Design of sigma-point Kalman filter with recursive updated measurement

DOI10.1007/s00034-015-0137-yzbMath1346.93378OpenAlexW964387164MaRDI QIDQ308518

Lin Zhao, Yong-Gang Zhang, Yu-Long Huang, Ning Li

Publication date: 6 September 2016

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-015-0137-y

zbMATH Keywords

nonlinear filteringiterated Kalman filterprogressive Gaussian filteringrecursive measurement updatesigma-point Kalman filterstatistical linearization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (4)

A modified variational Bayesian noise adaptive Kalman filter ⋮ Novel hybrid robust fractional interpolatory cubature Kalman filters ⋮ Design of high-degree Student's \(t\)-based cubature filters ⋮ Huber-based adaptive unscented Kalman filter with non-Gaussian measurement noise

Cites Work

• Gaussian filters for nonlinear filtering problems
• Truncated Unscented Kalman Filtering
• Analysis of Kalman Filter Approximations for Nonlinear Measurements
• A Numerical-Integration Perspective on Gaussian Filters
• Cubature Kalman Filters
• The iterated Kalman filter update as a Gauss-Newton method
• Recursive Update Filtering for Nonlinear Estimation

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