Desensitized cubature Kalman filter with uncertain parameters

DOI10.1016/J.JFRANKLIN.2017.09.004zbMATH Open1380.93255OpenAlexW2963326287MaRDI QIDQ682709FDOQ682709

Authors: Tai-Shan Lou, Lei Wang, Hou-Sheng Su, Maowen Nie, 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

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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)

Cites Work

• Stochastic processes and filtering theory
• High-degree cubature Kalman filter
• Cubature Kalman Filters
• Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
• 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

Cited In (5)

• A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
• Outlier-robust Kalman filters with mixture correntropy
• The cubature Kalman filter revisited
• Reduction of prediction error sensitivity to parameters in Kalman filter
• Optimizing autocatalysis with uncertainty by derivative-free estimators

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