Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]

DOI10.1109/TAC.2002.800742zbMATH Open1364.93807OpenAlexW2055601837MaRDI QIDQ5267130FDOQ5267130

Authors: Tine Lefebvre, Herman Bruyninckx, Joris De Schutter 

Publication date: 20 June 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2002.800742

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Cited In (11)

• State estimation for linear and non-linear equality-constrained systems
• Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue
• Numerical fitting‐based likelihood calculation to speed up the particle filter
• Kalman filters for non-linear systems: a comparison of performance
• Laplace \(\ell_1\) square-root cubature Kalman filter for non-Gaussian measurement noises
• Derivative-free estimation methods: new results and performance analysis
• Reduced-order unscented Kalman filtering with application to parameter identification in large-dimensional systems
• Distributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurements
• Distributed maximum correntropy unscented Kalman filtering with state equality constraints
• Distributed maximum correntropy unscented Kalman filter under hybrid attacks in non-Gaussian environment
• Particle Gaussian mixture filters. I.

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