The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking

DOI10.1109/TSP.2015.2493985zbMATH Open1412.94052OpenAlexW2294296888MaRDI QIDQ4618191FDOQ4618191

Authors:

Publication date: 7 February 2019

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

Full work available at URL: https://doi.org/10.1109/tsp.2015.2493985

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (23)

• Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
• Robust adaptive fault-tolerant control of nonlinear uncertain systems tracking uncertain target trajectory
• Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
• Practical development of the second-order extended Kalman filter for very long range radar tracking
• Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
• Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
• Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• Numerical solution of the neural field equation in the presence of random disturbance
• The continuous-discrete extended Kalman filter revisited
• Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
• Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
• A noise-immune Kalman filter for short-term traffic flow forecasting
• Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
• Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
• Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
• Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed
• An adaptive Gaussian sum algorithm for radar tracking
• Gaussian kernel quadrature Kalman filter
• 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
• Analysis, detection and correction of misspecified discrete time state space models

This page was built for publication: The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4618191)