Cubature Kalman smoothers

DOI10.1016/J.AUTOMATICA.2011.08.005zbMATH Open1226.93123OpenAlexW2166417161MaRDI QIDQ642633FDOQ642633

Simon Haykin, Ienkaran Arasaratnam

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.005

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zbMATH Keywords

cubature Kalman filterfixed-interval smoothingRauch-Tung-Striebel smoothingsquare-root filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Cites Work

• Title not available (Why is that?)
• Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
• Cubature Kalman Filters
• A Numerical-Integration Perspective on Gaussian Filters
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Unscented Rauch--Tung--Striebel Smoother
• Derivative-free estimation methods: new results and performance analysis
• Title not available (Why is that?)
• On Gaussian Optimal Smoothing of Non-Linear State Space Models

Cited In (14)

• Distributed fusion cubature Kalman filters for nonlinear systems
• Highly efficient sigma point filter for spacecraft attitude and rate estimation
• Integrity assurance of GNSS-based train integrated positioning system
• Filtering a nonlinear stochastic volatility model
• A computationally efficient Kalman smoother for the evaluation of the \(\text{CH}_4\) budget in Europe
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Gaussian sum approximation filter for nonlinear dynamic time-delay system
• Transmitted waveform design based on iterative methods
• A modified variational Bayesian noise adaptive Kalman filter
• GNSS/low-cost MEMS-INS integration using variational Bayesian adaptive cubature Kalman smoother and ensemble regularized ELM
• Novel simplex Kalman filters
• Data-based control for humanoid robots using support vector regression, fuzzy logic, and cubature Kalman filter
• Particle Smoother for Nonlinear Systems With One‐Step Randomly Delayed Measurements
• A novel nonlinear filter through constructing the parametric Gaussian regression process

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