Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements
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Publication:6580890
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Cites work
- A Modified Bayesian Filter for Randomly Delayed Measurements
- A Novel Adaptive Kalman Filter With Inaccurate Process and Measurement Noise Covariance Matrices
- A seventh-degree cubature Kalman filter
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- Approaches to adaptive filtering
- Control for networked control systems with packet dropout and delay
- Cubature Kalman Filters
- Extended and unscented filtering algorithms using one-step randomly delayed observations
- Fast Adaptive Bilateral Filtering
- Gaussian filter for nonlinear systems with one-step randomly delayed measurements
- Gaussian filters for nonlinear filtering problems
- High-degree cubature Kalman filter
- Particle smoother for nonlinear systems with one-step randomly delayed measurements
- Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
- Robust adaptive unscented Kalman filter for attitude estimation of pico satellites
- Robust Filtering With Randomly Varying Sensor Delay: The Finite-Horizon Case
- Robust Kalman Filter Synthesis for Uncertain Multiple Time-Delay Stochastic Systems
- Stochastic models, estimation, and control. Vol. 2,3
- Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems
Cited in
(7)- A new Gaussian-Student's t mixing distribution-based Kalman filter with unknown measurement random delay rate
- Robust weighted fusion Kalman filters under linearly correlated noise and mixed uncertainties of noise variances, multiplicative noises, and multiple networked inducements
- Improved Gaussian filtering for handling concurrent delayed and missing measurements
- Weighted information entropy-based Kalman filter for outliers and structural noise
- An improved Bayesian filter for nonlinear systems under multistep randomly delayed and lost measurements
- Harmonics estimation of power signals in presence of non-Gaussian and non-stationary noise
- Adaptive variational Bayesian cubature quadrature Kalman filter with randomly delayed measurements and unknown noise covariance matrices
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