Anticipative grid design in point-mass approach to nonlinear state estimation

DOI10.1109/9.995053zbMATH Open1364.93757OpenAlexW2126875029MaRDI QIDQ5267219FDOQ5267219

Authors: Miroslav Šimandl, Jakub Královec, Torsten Söderström 

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/10.1109/9.995053

Mathematics Subject Classification ID

General nonlinear regression (62J02) Estimation and detection in stochastic control theory (93E10)

Cited In (7)

• Nonlinear state prediction by separation approach for continuous-discrete stochastic systems
• Point-mass filter: density specific grid design and implementation
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Advanced point-mass method for nonlinear state estimation
• A numerical filtering method for linear state-space models with Markov switching
• Numerical fitting-based likelihood calculation to speed up the particle filter
• Policy search for active fault diagnosis with partially observable state

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