Robust estimation algorithm based on prior probability statistics

DOI10.1002/RNC.5724MaRDI QIDQ6092368zbMATH OpenOpenAlexFDO

Authors Gang Hao

Publication date 23 November 2023

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.5724

zbMATH Keywords

mean squared errornonlinear filterrecursive linear minimum variance estimationrobust estimation

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A new method for the nonlinear transformation of means and covariances in filters and estimators
• A study on input noise second-order filtering and smoothing of linear stochastic discrete systems with packet dropouts
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• Cubature Kalman Filters
• Distributed fusion cubature Kalman filters for nonlinear systems
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• Nonlinear state estimation under bounded noises
• Nonlinear weighted measurement fusion unscented Kalman filter with asymptotic optimality
• Optimal-switched extended \(H_\infty\) filter for nonlinear systems with stochastic uncertainties
• Performance Analysis of the Kalman Filter With Mismatched Noise Covariances
• Polynomial Filtering for Linear Discrete Time Non-Gaussian Systems
• Recursive performance ranking of Kalman filter with mismatched noise covariances
• Regularized nonparametric filtering of signal with unknown distribution in nonlinear observation model
• Robust L₁ fixed-order filtering for switched LPV systems with parameter-dependent delays
• Robust \(L_{2}-L_{\infty}\) filtering for a class of dynamical systems with nonhomogeneous Markov jump process
• Robust nonlinear filter for nonlinear systems with multiplicative noise uncertainties, unknown external disturbances, and packet dropouts
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Stochastic stability of the discrete-time extended Kalman filter

Cited in

(1)

• Robust fractional order singular Kalman filter

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