On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

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Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
Envelope-constrained \(H_\infty\) filtering for nonlinear systems with quantization effects: the finite horizon case
A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application
Nonlinear Kalman filtering via ultradiscretization procedure
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Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC
New algorithm for continuous-discrete filtering with randomly delayed measurements
Hessian matrix non-decomposition theorem and its application to nonlinear filtering
Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
\textit{Continuous} discrete cubature quadrature Kalman filter
Consensus-based nonlinear smoother for distributed continuous-discrete systems
Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
Enhanced operation of wastewater treatment plant using state estimation-based fault detection strategies
Stochastic chaos synchronization using unscented Kalman-Bucy filter and sliding mode control
Square-root Kalman-like filters for estimation of stiff continuous-time stochastic systems with ill-conditioned measurements
Event-based distributed set-membership filtering for a class of time-varying non-linear systems over sensor networks with saturation effects
NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach
Continuous-discrete filters for bearings-only underwater target tracking problems
H_∞filtering for discrete-time systems subject to stochastic missing measurements: a decomposition approach
New minimum sigma set for unscented filtering
An improved adaptive unscented Kalman filter for estimating the states of in‐wheel‐motored electric vehicle
A state predictor for continuous-time stochastic systems
Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
Discrete-time estimation of nonlinear continuous-time stochastic systems
Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
The asymmetric particle population density method for simulation of coupled noisy oscillators
MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
Different approaches for state filtering in nonlinear systems with uncertain observations
An effective method to interval observer design for time-varying systems
Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
A derivative-free distributed filtering approach for sensorless control of nonlinear systems
Recursive resilient filtering for nonlinear stochastic systems with packet disorders
SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
On the convergence of the unscented Kalman filter
Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
Unscented Kalman filter with stable embedding for simple, accurate, and computationally efficient state estimation of systems on manifolds in Euclidean space
Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison
Modeling of nonlinear biological phenomena modeled by S-systems
Reduced-order unscented Kalman filtering with application to parameter identification in large-dimensional systems
Stochastic physics-informed neural ordinary differential equations
Observer based minimum variance control of uncertain piecewise affine systems subject to additive noise
On convergence of the unscented Kalman-Bucy filter using contraction theory
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
Stochastic model predictive control with switched latent force models
Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
Decentralized sampled-data H_ fuzzy filtering with exponential time-varying gains for nonlinear interconnected systems
Mean-variance investment and reinsurance optimization with stochastic interest rate and volatility
Estimation of parameters in the state space model of stochastic RL electrical circuit
On classical and Bayesian asymptotics in state space stochastic differential equations
Performance evaluation of particle filter resampling techniques for improved estimation of misalignment and trajectory deviation
Protocol-Based Unscented Kalman Filtering in the Presence of Stochastic Uncertainties
Parametric Identification Based on the Adaptive Unscented Kalman Filter
Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems
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Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions
Global sensitivity analysis for the design of nonlinear identification experiments
Adaptive output regulation for offshore managed pressure drilling
Moore-Penrose-pseudo-inverse-based Kalman-like filtering methods for estimation of stiff continuous-discrete stochastic systems with ill-conditioned measurements
A software framework for stochastic model predictive control of nonlinear continuous-time systems (GRAMPC-S)
A chaotic communication system of improved performance based on the derivative-free nonlinear Kalman filter
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement
A survey of interval observers design methods and implementation for uncertain systems
On Stability of a Class of Filters for Nonlinear Stochastic Systems
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
Two-Stage Parametric Identification Procedure for a Satellite Motion Model Based on Adaptive Unscented Kalman Filters
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State estimation-based robust optimal control of influenza epidemics in an interactive human society

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