Square-Root Quadrature Kalman Filtering

DOI10.1109/TSP.2007.914964MaRDI QIDQ4568754zbMATHOpenAlexFDO

Authors Ienkaran Arasaratnam, Simon Haykin

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2007.914964

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(16)

• Square-root Kalman filtering of descriptor systems
• Gaussian kernel quadrature Kalman filter
• A quadratic Kalman filter
• Nonlinear estimation based on conversion-sample optimization
• Fourier-Hermite Kalman Filter
• Square-root cubature-quadrature Kalman filter
• Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
• Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
• Estimation strategies for the condition monitoring of a battery system in a hybrid electric vehicle
• High-order accurate continuous-discrete extended Kalman filter for chemical engineering
• Feedback quadratic filtering
• Cubature \(H_\infty\) information filter and its extensions
• Kalman filter and quantization
• Maximum correntropy square root Gauss-Hermite quadrature information filter for multiple sensor estimation
• Adaptive ODE solvers in extended Kalman filtering algorithms
• Systolic approach to square root information Kalman filtering

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