Square-root cubature-quadrature Kalman filter

DOI10.1002/ASJC.704MaRDI QIDQ5420191zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gauss quadrature ruleKalman filternonlinear estimationsquare-root filter

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(13)

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

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