Kalman filters for non-linear systems: a comparison of performance
From MaRDI portal
Publication:4651168
DOI10.1080/00207170410001704998zbMath1062.93039OpenAlexW2009659616MaRDI QIDQ4651168
Herman Bruyninckx, Joris De Schutter, Tine Lefebvre
Publication date: 21 February 2005
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170410001704998
Related Items (15)
Unscented Kalman filtering for nonlinear structural dynamics ⋮ Failure assessment of layered composites subject to impact loadings: a finite element, sigma-point Kalman filter approach ⋮ Computational aspects of continuous-discrete extended Kalman-filtering ⋮ Deep neural network based adaptive learning for switched systems ⋮ Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices ⋮ Chaos control in a nonlinear pendulum using a semi-continuous method ⋮ Particle Swarm Optimization for Vehicle Positioning Based on Robust Cubature Kalman Filter ⋮ A quaternion-based robust adaptive spherical simplex unscented particle filter for MINS/VNS/GNS integrated navigation system ⋮ State estimation for linear and non-linear equality-constrained systems ⋮ On the Accuracy and Convergence of the Minimax Filtering Algorithm for Chaotic Signals ⋮ Sequential calibration of options ⋮ Identification of strength and toughness of quasi-brittle materials from spall tests: a Sigma-point Kalman filter approach ⋮ Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems ⋮ Some results on linear equality constrained state filtering ⋮ A new perspective on Gaussian sigma-point Kalman filters
Cites Work
- Unnamed Item
- A finite-difference method for linearization in nonlinear estimation algorithms
- A survey of design methods for failure detection in dynamic systems
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S
- Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]
- Approaches to adaptive filtering
- New developments in state estimation for nonlinear systems
This page was built for publication: Kalman filters for non-linear systems: a comparison of performance