Advanced point-mass method for nonlinear state estimation

DOI10.1016/J.AUTOMATICA.2006.03.010zbMATH Open1118.93052OpenAlexW1970869692MaRDI QIDQ856529FDOQ856529

Authors Miroslav Šimandl, Jakub Královec, Torsten Söderström

Publication date 7 December 2006

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2006.03.010

zbMATH Keywords

probability density functionstate estimationnonlinear filtersstochastic systemspoint-mass method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 1666096 (Why is no real title available?)
• scientific article; zbMATH DE number 46307 (Why is no real title available?)
• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Anticipative grid design in point-mass approach to nonlinear state estimation
• Digital synthesis of non-linear filters
• Discrete-time stochastic systems. Estimation and control.
• New developments in state estimation for nonlinear systems
• Recursive Bayesian estimation using Gaussian sums
• Recursive Bayesian estimation using piecewise constant approximations

Cited in

(19)

• Numerical fitting-based likelihood calculation to speed up the particle filter
• Point-mass filter: density specific grid design and implementation
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• Mixed-degree spherical simplex-radial cubature Kalman filter
• Nonlinear state prediction by separation approach for continuous-discrete stochastic systems
• Derivative-free estimation methods: new results and performance analysis
• Nonparametric multi-step prediction in nonlinear state space dynamic systems
• Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
• Efficient grid-based Bayesian estimation of nonlinear low-dimensional systems with sparse non-Gaussian PDFs
• Truncation nonlinear filters for state estimation with nonlinear inequality constraints
• Application of improved simplex quadrature cubature Kalman filter in nonlinear dynamic system
• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• Noise covariance estimation for Kalman filter tuning using Bayesian approach and Monte Carlo
• A numerical filtering method for linear state-space models with Markov switching
• Quasi-stochastic integration filter for nonlinear estimation
• Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method
• Fast continuous-discrete DAF-filters
• Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems
• Effectiveness of Bayesian filters: an information fusion perspective

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