Simultaneous estimation and modeling of nonlinear, non-Gaussian state-space systems

DOI10.1016/J.INS.2021.06.097MaRDI QIDQ6089965zbMATH OpenOpenAlexFDO

Authors J. Josiah Steckenrider, Tomonari Furukawa

Publication date 15 December 2023

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2021.06.097

zbMATH Keywords

autonomous systemsinformation and sensor fusionmodel fittingnonlinear observer and filter designrobust estimationsimulation of dynamic systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cites work

• A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
• Composite adaptive dynamic surface control using online recorded data
• Gaussian sum approximations in nonlinear filtering and control
• Global sensitivity analysis for the design of nonlinear identification experiments
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Joint state and parameter robust estimation of stochastic nonlinear systems
• Modeling and analysis of dynamic systems
• On Distributed Linear Estimation With Observation Model Uncertainties
• Parameter Estimation for Scientists and Engineers
• Particle Gaussian mixture filters. II.
• Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non-Gaussian noise
• Robust maximum-likelihood estimation of multivariable dynamic systems
• Sequential Monte Carlo with kernel embedded mappings: the mapping particle filter

Cited in

(4)

• Non-Gaussian test models for prediction and state estimation with model errors
• An interacting multiple model approach for state estimation with non-gaussian noise using a variational Bayesian method
• Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System
• Nonnormality estimation in projection‐type system realization methods

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