Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations

DOI10.1109/TAC.2017.2687123MaRDI QIDQ4589499zbMATH OpenOpenAlexFDO

Authors

Publication date 10 November 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2017.2687123

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cited in

(8)

• Efficient extended cubature Kalman filtering for nonlinear target tracking
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• Generalized dissipative state estimation for discrete-time nonhomogeneous semi-Markov jump nonlinear systems
• Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
• Accurate derivative estimation from noisy data: a state-space approach
• Robust, exponentially fast state estimator for some non-linear stochastic systems
• NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements

This page was built for publication: Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4589499)