Desensitized cubature Kalman filter with uncertain parameters

DOI10.1016/j.jfranklin.2017.09.004zbMath1380.93255OpenAlexW2963326287MaRDI QIDQ682709

Mao-Wen Nie, Tai-Shan Lou, Lei Wang, Housheng Su, Ning Yang, Yan-Feng Wang

Publication date: 5 February 2018

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2017.09.004

zbMATH Keywords

nonlinear systemsuncertain parametersLyapunov-like linear equationposterior covariance tracerobust desensitized cubature Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Reduction of prediction error sensitivity to parameters in Kalman filter ⋮ Outlier-robust Kalman filters with mixture correntropy

Cites Work

• Some matrix equations over a finite field
• Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering
• Vehicle state estimation based on minimum model error criterion combining with extended Kalman filter
• High-degree cubature Kalman filter
• Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
• Stochastic processes and filtering theory
• Cubature Kalman Filters

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