Kalman Filtering for a Generalized Class of Nonlinear Systems and a New Gaussian Quadrature Technique

DOI10.1109/TAC.2012.2208289MaRDI QIDQ5353030zbMATH OpenOpenAlexFDO

Authors Alexandros C. Charalampidis, George P. Papavassilopoulos

Publication date 8 September 2017

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

Full work available at URL https://doi.org/10.1109/tac.2012.2208289

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical integration (65D30) Filtering in stochastic control theory (93E11)

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Cited in

(11)

• Mean-square estimation of nonlinear functionals via Kalman filtering
• Nonlinear Kalman filtering via ultradiscretization procedure
• scientific article; zbMATH DE number 3855026 (Why is no real title available?)
• A quasi-linear estimation method--Application to Kalman filtering with stochastic regressors
• Kalman filter with a non-linear non-Gaussian observation relation
• scientific article; zbMATH DE number 1984112 (Why is no real title available?)
• Kalman filtering for general discrete-time linear systems
• Kalman filters for non-linear systems: a comparison of performance
• scientific article; zbMATH DE number 7112149 (Why is no real title available?)
• Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
• An alternative derivation of the Kalman filter using the quasi-likelihood method

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