Derivative-free estimation methods: new results and performance analysis

DOI10.1016/J.AUTOMATICA.2009.03.008MaRDI QIDQ963986zbMATH OpenOpenAlexFDO

Authors Miroslav Šimandl, Jindřich Duník

Publication date 14 April 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2009.03.008

zbMATH Keywords

nonlinear systemsstate estimationstochastic systemsestimation theoryfiltering techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Recommendations

• A derivative-free implementation of the extended Kalman filter
• Efficient adaptation of design parameters of derivative-free filters
• On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems
• New developments in state estimation for nonlinear systems
• Stochastic stability of center difference predictive filter

Cites work

• scientific article; zbMATH DE number 1666084 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• A finite-difference method for linearization in nonlinear estimation algorithms
• Advanced point-mass method for nonlinear state estimation
• Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]
• Digital synthesis of non-linear filters
• Gaussian filters for nonlinear filtering problems
• New developments in state estimation for nonlinear systems
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• On the development of practical nonlinear filters
• Performance evaluation of UKF-based nonlinear filtering
• Recursive Bayesian estimation using Gaussian sums
• Stochastic processes and filtering theory
• The truncated second-order nonlinear filter revisited
• Unscented Rauch--Tung--Striebel Smoother

Cited in

(12)

• Adaptive Control and Signal Processing: literature survey (No. 14)
• Efficient adaptation of design parameters of derivative-free filters
• Point-mass filter: density specific grid design and implementation
• Unscented Kalman filter with advanced adaptation of scaling parameter
• Cubature Kalman smoothers
• Stochastic stability of center difference predictive filter
• Fusion estimation algorithm with uncertain noises and its application in navigation system
• Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
• Quasi-stochastic integration filter for nonlinear estimation
• A Gaussian approximation recursive filter for nonlinear systems with correlated noises
• A critical review of univariate non-parametric estimation of first derivatives
• Truncation nonlinear filters for state estimation with nonlinear inequality constraints

This page was built for publication: Derivative-free estimation methods: new results and performance analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q963986)