Cubature Kalman filtering for continuous-discrete systems: Theory and simulations

IEEE Transactions on Signal Processing

Volumn 58, Issue 10, 2010, Pages 4977-4993

  Arasaratnam, Ienkaran ^a   Haykin, Simon ^a   Hurd, Thomas R ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Bayesian filters; cubature Kalman filter (CKF); It Taylor expansion; nonlinear filtering; square root filtering

Indexed keywords

BAYESIAN FILTERS; CONDITIONAL DENSITY; COVARIANCE MATRICES; CUBATURE KALMAN FILTER (CKF); CUBATURE RULES; DEGREE OF NON-LINEARITY; DISCRETE FILTER; DISCRETE SYSTEMS; FINITE WORDS; GAUSSIANS; HIGH DIMENSIONALITY; KALMAN-FILTERING; NONLINEAR FILTER; NONLINEAR STATE SPACE MODELS; PROCESS EQUATION; SQUARE-ROOT; SQUARE-ROOT FILTERING; STOCHASTIC DIFFERENCE EQUATIONS; STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS; TAYLOR EXPANSIONS;

BAYESIAN NETWORKS; CONTROL NONLINEARITIES; COVARIANCE MATRIX; DATA STORAGE EQUIPMENT; DIFFERENCE EQUATIONS; EXPANSION; KALMAN FILTERS; NONLINEAR FILTERING; RADAR; STOCHASTIC SYSTEMS;

ORDINARY DIFFERENTIAL EQUATIONS;

EID: 77956781868     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2010.2056923     Document Type: Article

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