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

DOI10.1109/TAC.2002.800742MaRDI QIDQ5267130zbMATH OpenOpenAlexFDO

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
• 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
• Numerical fitting-based likelihood calculation to speed up the particle filter
• 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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