Stochastic integration filter with improved state estimate mean-square error computation

DOI10.1007/978-3-319-55011-4_21MaRDI QIDQ4972909zbMATH OpenOpenAlexFDO

Authors Jindřich Havlík, Jiří Ajgl, Ondřej Straka, Jindřich Duník

Publication date 27 November 2019

Published in Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-55011-4_21

zbMATH Keywords

Bayesian approachGaussian filtermean-squared errorstate estimationstochastic integration filter

Mathematics Subject Classification ID

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

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Cites work

• Cubature Kalman Filters
• Gaussian filters for nonlinear filtering problems
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 2061746 (Why is no real title available?)
• New developments in state estimation for nonlinear systems
• On the development of practical nonlinear filters
• Recursive Bayesian estimation using piecewise constant approximations
• Sequential Monte Carlo Methods in Practice
• Sparse-grid quadrature nonlinear filtering
• Stochastic Integration Filter
• Stochastic integration filter with improved state estimate mean-square error computation
• Stochastic Integration Rules for Infinite Regions

Cited in

(2)

• Quasi-stochastic integration filter for nonlinear estimation
• Stochastic integration filter with improved state estimate mean-square error computation

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