Nonlinear estimation applying an unscented transformation in systems with correlated uncertain observations

DOI10.1016/J.AMC.2011.02.104zbMATH Open1218.94022OpenAlexW2080239368WikidataQ59552264 ScholiaQ59552264MaRDI QIDQ548363FDOQ548363

Authors: Aurora Hermoso-Carazo, Josefa Linares-Pérez 

Publication date: 28 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.02.104

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zbMATH Keywords

extended Kalman filternonlinear systemsunscented Kalman filteruncertain observations

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Optimal recursive estimation with uncertain observation
• Recursive estimator for linear and nonlinear systems with uncertain observations
• Gaussian filters for nonlinear filtering problems
• Performance evaluation of UKF-based nonlinear filtering
• Gaussian particle filtering
• Kalman filtering with real-time applications
• Different approaches for state filtering in nonlinear systems with uncertain observations
• Signal estimation with nonlinear uncertain observations using covariance information
• Polynomial fixed-point smoothing of uncertainly observed signals based on covariances

Cited In (10)

• Application of the transformation of variables technique for uncertainty mapping in nonlinear filtering
• Unscented filtering from delayed observations with correlated noises
• Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements
• Unscented filtering algorithm for discrete-time systems with uncertain observations and state-dependent noise
• A higher order correlation unscented Kalman filter
• Unscented transformation based estimation of parameters of nonlinear models using heteroscedastic data
• An unscented transformation approach to stochastic analysis of measurement uncertainty in magnet resonance imaging with applications in engineering
• On the convergence rate of the unscented transformation
• Dissipative control for state-saturated discrete time-varying systems with randomly occurring nonlinearities and missing measurements
• Maximum correntropy unscented filter

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