Derivative-free estimation methods: new results and performance analysis

DOI10.1016/J.AUTOMATICA.2009.03.008zbMATH Open1184.93109OpenAlexW1995597265MaRDI QIDQ963986FDOQ963986

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

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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)

Cites Work

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Digital synthesis of non-linear filters
• Gaussian filters for nonlinear filtering problems
• Performance evaluation of UKF-based nonlinear filtering
• Recursive Bayesian estimation using Gaussian sums
• Title not available (Why is that?)
• Unscented Rauch--Tung--Striebel Smoother
• New developments in state estimation for nonlinear systems
• Advanced point-mass method for nonlinear state estimation
• A finite-difference method for linearization in nonlinear estimation algorithms
• The truncated second-order nonlinear filter revisited
• On the development of practical nonlinear filters
• Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]

Cited In (12)

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

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