Stochastic Integration Filter

DOI10.1109/TAC.2013.2258494MaRDI QIDQ5353245zbMATH OpenFDO

Authors Miroslav Šimandl, Jindřich Duník, Ondřej Straka

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2013.2258494

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cited in

(10)

• A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• Efficient adaptation of design parameters of derivative-free filters
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Point-mass filter: density specific grid design and implementation
• Stochastic integration filter with improved state estimate mean-square error computation
• Novel simplex Kalman filters
• Quasi-stochastic integration filter for nonlinear estimation
• Adaptive weight update algorithm for target tracking of UUV based on improved Gaussian mixture cubature Kalman filter
• Design of high-degree Student's \(t\)-based cubature filters

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