A New Derivation of the Cubature Kalman Filters
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Publication:5172935
DOI10.1002/asjc.926zbMath1305.93192OpenAlexW1592957875MaRDI QIDQ5172935
Publication date: 6 February 2015
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.926
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)
Related Items (8)
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 ⋮ Adaptive Masreliez-Martin fractional embedded cubature Kalman filter ⋮ Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems ⋮ Two efficient Kalman filter algorithms for measurement packet dropping systems under maximum correntropy criterion ⋮ Mixed-degree spherical simplex-radial cubature Kalman filter ⋮ Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems ⋮ Event based distributed kalman filter for limited resource multirobot cooperative localization ⋮ Particle Smoother for Nonlinear Systems With One‐Step Randomly Delayed Measurements
Uses Software
Cites Work
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