A New Continuous Discrete Unscented Kalman Filter

DOI10.1109/TAC.2018.2867325zbMATH Open1482.93628OpenAlexW2889242861MaRDI QIDQ5223729FDOQ5223729

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)

• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• Truncated Unscented Kalman Filtering
• 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
• 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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