A New Continuous Discrete Unscented Kalman Filter

DOI10.1109/TAC.2018.2867325MaRDI QIDQ5223729zbMATH OpenOpenAlexFDO

Authors Torben Knudsen, John Leth

Publication date 18 July 2019

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2018.2867325

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(5)

• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
• Truncated Unscented Kalman Filtering
• 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
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements

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