Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
Sign Up to like & getrecommendations! Published in 2022 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2021.08.013
Abstract: Abstract This paper continues our research devoted to an accurate nonlinear Bayesian filters' design. Our solution implies numerical methods for solving ordinary differential equations (ODE) when propagating the mean and error covariance of the dynamic… read more here.
Keywords: cubature kalman; extended cubature; discrete extended; continuous discrete ... See more keywords
Efficient extended cubature Kalman filtering for nonlinear target tracking
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2020.1829165
Abstract: For states estimation problem of continuous–discrete systems, the numerical approximation methods with high order of accuracy are commonly used to build the continuous–discrete filtering algorithms. However, there is a common contradiction between the computational efficiency… read more here.
Keywords: cubature kalman; kalman filtering; kalman; extended cubature ... See more keywords