Desensitized cubature Kalman filter with uncertain parameters

DOI10.1016/J.JFRANKLIN.2017.09.004MaRDI QIDQ682709zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(5)

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

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