Square-root cubature-quadrature Kalman filter

DOI10.1002/ASJC.704zbMATH Open1290.93180OpenAlexW1924570469MaRDI QIDQ5420191FDOQ5420191

Authors:

Publication date: 11 June 2014

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.704

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zbMATH Keywords

Kalman filternonlinear estimationGauss quadrature rulesquare-root filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• The Lorenz attractor exists
• Cubature Kalman Filters
• Gaussian filters for nonlinear filtering problems
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Square-Root Quadrature Kalman Filtering
• Adaptive Gaussian Sum Filter for Nonlinear Bayesian Estimation
• On exact Kalman filtering of polynomial systems
• UKF based in-flight calibration of magnetometers and rate gyros for pico satellite attitude determination

Cited In (13)

• Desensitized cubature Kalman filter with uncertain parameters
• \textit{Continuous} discrete cubature quadrature Kalman filter
• The cubature Kalman filter revisited
• Design of adaptive robust square-root cubature Kalman filter with noise statistic estimator
• Systolic approach to square root information Kalman filtering
• A seventh-degree cubature Kalman filter
• MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
• Cubature Kalman smoothers
• Square-root Kalman filtering of descriptor systems
• Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter
• A quadratic Kalman filter
• Reliability computation via a transformed mixed-degree cubature rule and maximum entropy
• A new derivation of the cubature Kalman filters

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