Unscented Kalman filter with advanced adaptation of scaling parameter

DOI10.1016/J.AUTOMATICA.2014.08.030MaRDI QIDQ472598zbMATH OpenOpenAlexFDO

Authors Ondřej Straka, Jindřich Duník, Miroslav Šimandl

Publication date 19 November 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.08.030

zbMATH Keywords

adaptationstate estimationstochastic systemsnonlinear filteringunscented Kalman filterscaling parameter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

Recommendations

• New approach of Kalman filter to nonlinear system
• An improved unscented Kalman filter for discrete nonlinear systems with random parameters
• An Adaptive UKF Algorithm for the State { Algorithm for the State and Parameter Estimations of a Mobile Robot
• A skewed unscented Kalman filter
• Unscented Kalman filtering for nonlinear structural dynamics

Cites work

• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• A finite-difference method for linearization in nonlinear estimation algorithms
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Cubature Kalman Filters
• Derivative-free estimation methods: new results and performance analysis
• Digital synthesis of non-linear filters
• Efficient adaptation of design parameters of derivative-free filters
• Fourier-Hermite Kalman Filter
• Gaussian filters for nonlinear filtering problems
• Identification of parametric models from experimental data. Transl. from an upd. French version by the authors, with the help of John Norton
• New developments in state estimation for nonlinear systems
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Scaled unscented transform Gaussian sum filter: theory and application
• Transformed Unscented Kalman Filter
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

Cited in

(14)

• Windowing and random weighting-based adaptive unscented Kalman filter
• Adaptive unscented Gaussian likelihood approximation filter
• Multi-layer unscented Kalman filtering algorithm based on Gaussian distribution
• A skewed unscented Kalman filter
• Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
• Parametric Identification Based on the Adaptive Unscented Kalman Filter
• Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison
• Unscented Kalman filtering in the additive noise case
• Efficient adaptation of design parameters of derivative-free filters
• Complete offline tuning of the unscented Kalman filter
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• New approach of Kalman filter to nonlinear system
• An Adaptive UKF Algorithm for the State { Algorithm for the State and Parameter Estimations of a Mobile Robot
• An improved unscented Kalman filter for discrete nonlinear systems with random parameters

This page was built for publication: Unscented Kalman filter with advanced adaptation of scaling parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q472598)