New developments in state estimation for nonlinear systems
From MaRDI portal
Publication:5925916
DOI10.1016/S0005-1098(00)00089-3zbMath0973.93050OpenAlexW2076186907WikidataQ127982971 ScholiaQ127982971MaRDI QIDQ5925916
Poulsen, Niels K., Nørgaard, Magnus, Ravn, Ole
Publication date: 12 March 2001
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00089-3
Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Related Items
Estimation of dynamic systems using a method of characteristics filter ⋮ Optimal \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems ⋮ Analysis of Complexity Reduction in Kalman Filters Through Decoupling Control With Chattered Inputs in PMSM ⋮ On the State Estimation of Non-linear Discrete-Time Models: Application to Unmanned Aerial Vehicles ⋮ Efficient adaptation of design parameters of derivative-free filters ⋮ Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart ⋮ Fuzzy variant of a statistical test point Kalman filter ⋮ Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media ⋮ Design and implementation of Gaussian filter for nonlinear system with randomly delayed measurements and correlated noises ⋮ Gaussian sum approximation filter for nonlinear dynamic time-delay system ⋮ Cubature \(H_\infty\) information filter and its extensions ⋮ Advanced point-mass method for nonlinear state estimation ⋮ Recurrent Neural Networks Training Using Derivative Free Nonlinear Bayesian Filters ⋮ Almost sure \(H_\infty\) filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays ⋮ High-order accurate continuous-discrete extended Kalman filter for chemical engineering ⋮ Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems ⋮ Comments on ``Performance evaluation of UKF-based nonlinear filtering ⋮ A derivative-free implementation of the extended Kalman filter ⋮ Inverse optimal neural control of blood glucose level for type 1 diabetes mellitus patients ⋮ A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems ⋮ Adaptive Masreliez-Martin fractional embedded cubature Kalman filter ⋮ Nonparametric multi-step prediction in nonlinear state space dynamic systems ⋮ An improved central difference Kalman filter for satellite attitude estimation with state mutation ⋮ Sonar-based robot navigation using nonlinear robust observers ⋮ Filtering and identification of a state space model with linear and bilinear interactions between the states ⋮ A Gaussian approximation recursive filter for nonlinear systems with correlated noises ⋮ Variants of extended Kalman filtering approaches for Bayesian tracking ⋮ Performance comparison among some nonlinear filters for a low cost SINS/GPS integrated solution ⋮ Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements ⋮ Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms ⋮ A robust three-stage central difference Kalman filter for nonlinear discrete-time systems considering faults and unknown inputs ⋮ Pinning synchronization control for a class of dynamical networks with coupled time-varying delays: an interval-observer-based approach ⋮ Computational aspects of continuous-discrete extended Kalman-filtering ⋮ Truncation nonlinear filters for state estimation with nonlinear inequality constraints ⋮ Sparse-grid quadrature nonlinear filtering ⋮ Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems ⋮ Sterling interpolation method for precision estimation of total least squares ⋮ Forward modeling and inverse estimation for nonlinear filtering ⋮ Outlier‐robust zonotope set‐membership filter for discrete‐time nonlinear system ⋮ On a nonlinear Kalman filter with simplified divided difference approximation ⋮ Inverse analyses in fracture mechanics ⋮ SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements ⋮ A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application ⋮ Non-linear DSGE models and the optimized central difference particle filter ⋮ The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises ⋮ Unscented Kalman filter with advanced adaptation of scaling parameter ⋮ An improved Gaussian mixture CKF algorithm under non-Gaussian observation noise ⋮ Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ Particle filters for partially-observed Boolean dynamical systems ⋮ Out-of-Order Sigma-Point Kalman Filtering for Target Localization Using Cooperating Unmanned Aerial Vehicles ⋮ Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise ⋮ Mixed-degree spherical simplex-radial cubature Kalman filter ⋮ Kalman filters for non-linear systems: a comparison of performance ⋮ Sonar-based robot navigation using non-linear robust discrete-time observers ⋮ New developments in state estimation for nonlinear systems ⋮ Adaptive ODE solvers in extended Kalman filtering algorithms ⋮ NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS ⋮ Adaptive divided difference filtering for simultaneous state and parameter estimation ⋮ Derivative-free estimation methods: new results and performance analysis ⋮ Nonlinear estimation based on conversion-sample optimization ⋮ Generalized Gauss-Hermite filtering ⋮ Almost sure state estimation for nonlinear stochastic systems with Markovian switching ⋮ Stochastic stability of center difference predictive filter ⋮ \(\mathcal{H}_\infty\) filtering for singular Markovian jump systems with partly unknown transition rates ⋮ Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue ⋮ An adaptive freeway traffic state estimator ⋮ Discussion on: ``A stacked model structure for off-line parameter variation estimation in multi-equilibria nonlinear systems ⋮ Quadrature filters for one-step randomly delayed measurements ⋮ Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation ⋮ Sequential Wald test employing a constrained filter bank: application to spacecraft conjunctions ⋮ Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach ⋮ Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters ⋮ Robust adaptive divided difference filter based on forgetting factors and its applications ⋮ A local sigma-point unscented Kalman filter for geophysical data assimilation ⋮ The algorithm of adaptive determination of amplification of the PD filter estimating object state on the basis of signal measurable on-line ⋮ Urban and indoor weak signal tracking using an array tracker with MVA and nonlinear filtering ⋮ Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems ⋮ General equivalence between two kinds of noise-correlation filters ⋮ The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Cites Work