Hyperbolic-SVD-Based Square-Root Unscented Kalman Filters in Continuous-Discrete Target Tracking Scenarios
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Publication:5034026
DOI10.1109/TAC.2021.3056338OpenAlexW3129045349WikidataQ115534794 ScholiaQ115534794MaRDI QIDQ5034026FDOQ5034026
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Publication date: 24 February 2022
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2021.3056338
Cited In (6)
- Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
- Robust stable iterated unscented Kalman filter based on maximum correntropy criterion
- Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
- 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
- Centralized fusion of unscented Kalman filter based on Huber robust method for nonlinear moving target tracking
- 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
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