Quasi-stochastic integration filter for nonlinear estimation

DOI10.1155/2014/967127MaRDI QIDQ1719494zbMATH OpenOpenAlexWikidataFDO

Authors Yonggang Zhang, Yulong Huang, Zhe-Min Wu, Ning Li

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/967127

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• Nonlinear Bayesian estimation using Gaussian sum approximations
• On the development of practical nonlinear filters
• Quasi-Monte Carlo filtering in nonlinear dynamic systems
• Stochastic Integration Filter
• Stochastic Integration Rules for Infinite Regions
• Stochastic processes and filtering theory
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Transformed Unscented Kalman Filter
• Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

Cited in

(6)

• Stochastic integration filter with improved state estimate mean-square error computation
• M-estimation based sparse grid quadrature filter and stochastic stability analysis
• A modified fractional-order unscented Kalman filter for nonlinear fractional-order systems
• A quasi-linear estimation method--Application to Kalman filtering with stochastic regressors
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Quasioptimal nonlinear filtering with regularization

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