Cubature Kalman smoothers

Automatica

Volumn 47, Issue 10, 2011, Pages 2245-2250

  Arasaratnam, Ienkaran ^a   Haykin, Simon ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Cubature Kalman filter; Fixed interval smoothing; RauchTungStriebel Smoothing; Square root filtering

Indexed keywords

APPROXIMATE BAYESIAN; BALLISTIC TARGETS; CUBATURE KALMAN FILTER; DERIVATIVE-FREE; ERROR COVARIANCES; FIXED-INTERVAL SMOOTHING; GAUSSIAN ASSUMPTION; ILL-CONDITIONED; INFERENCE PROBLEM; KALMAN SMOOTHER; NONLINEAR SMOOTHING PROBLEMS; RAUCHTUNGSTRIEBEL SMOOTHING; SQUARE-ROOT; SQUARE-ROOT FILTERING; STATE ESTIMATORS;

KALMAN FILTERS;

EMBEDDED SYSTEMS;

EID: 80052751526     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2011.08.005     Document Type: Article

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