Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements

Applied Numerical Mathematics ◽

10.1016/j.apnum.2016.09.015 ◽

2017 ◽

Vol 111 ◽

pp. 260-275 ◽

Cited By ~ 27

Author(s):

G.Yu. Kulikov ◽

M.V. Kulikova

Keyword(s):

Kalman Filtering ◽

Continuous Time ◽

Stochastic Systems ◽

Extended Kalman Filtering ◽

Nonlinear Stochastic Systems

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Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering

SIAM Journal on Scientific Computing ◽

10.1137/15m1039833 ◽

2016 ◽

Vol 38 (6) ◽

pp. A3565-A3588 ◽

Cited By ~ 25

Author(s):

G. Yu. Kulikov ◽

M. V. Kulikova

Keyword(s):

Kalman Filtering ◽

Continuous Time ◽

Stochastic Systems ◽

The State ◽

Extended Kalman Filtering

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Robust extended Kalman filtering for nonlinear stochastic systems with random sensor delays, packet dropouts and correlated noises

Aerospace Science and Technology ◽

10.1016/j.ast.2017.03.020 ◽

2017 ◽

Vol 66 ◽

pp. 249-261 ◽

Cited By ~ 9

Author(s):

Huaming Qian ◽

Zhenbing Qiu ◽

Yonghui Wu

Keyword(s):

Kalman Filtering ◽

Stochastic Systems ◽

Extended Kalman Filtering ◽

Nonlinear Stochastic Systems ◽

Packet Dropouts ◽

Correlated Noises

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Polynomial extended kalman filtering for discrete-time nonlinear stochastic systems

42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475) ◽

10.1109/cdc.2003.1272678 ◽

2004 ◽

Cited By ~ 9

Author(s):

A. Germani ◽

C. Manes ◽

P. Palumbo

Keyword(s):

Discrete Time ◽

Kalman Filtering ◽

Stochastic Systems ◽

Extended Kalman Filtering ◽

Nonlinear Stochastic Systems

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SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements

Automatica ◽

10.1016/j.automatica.2020.109110 ◽

2020 ◽

Vol 120 ◽

pp. 109110

Author(s):

Maria V. Kulikova ◽

Gennady Yu. Kulikov

Keyword(s):

Kalman Filtering ◽

Continuous Time ◽

Stochastic Systems

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A partial history of the early development of continuous-time nonlinear stochastic systems theory

Automatica ◽

10.1016/j.automatica.2013.10.013 ◽

2014 ◽

Vol 50 (2) ◽

pp. 303-334 ◽

Cited By ~ 10

Author(s):

Harold J. Kushner

Keyword(s):

Systems Theory ◽

Early Development ◽

Continuous Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems ◽

History Of

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Accurate continuous-discrete extended Kalman filtering for stiff continuous-time stochastic models in chemical engineering

2016 European Control Conference (ECC) ◽

10.1109/ecc.2016.7810540 ◽

2016 ◽

Author(s):

Gennady Yu. Kulikov ◽

Maria V. Kulikova

Keyword(s):

Kalman Filtering ◽

Stochastic Models ◽

Continuous Time ◽

Chemical Engineering ◽

Extended Kalman Filtering

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Distributed Consensus Filter for a Class of Continuous-Time Nonlinear Stochastic Systems in Sensor Networks

Asian Journal of Control ◽

10.1002/asjc.1551 ◽

2017 ◽

Vol 19 (4) ◽

pp. 1284-1294 ◽

Cited By ~ 12

Author(s):

Ahmadreza Jenabzadeh ◽

Behrouz Safarinejadian ◽

Foroogh Mohammadnia

Keyword(s):

Sensor Networks ◽

Continuous Time ◽

Stochastic Systems ◽

Distributed Consensus ◽

Nonlinear Stochastic Systems ◽

Consensus Filter

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The J-Orthogonal Square-Root Fifth-Degree Cubature Kalman Filtering Method for Nonlinear Stochastic Systems

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.1081 ◽

2020 ◽

Vol 53 (2) ◽

pp. 4961-4966

Author(s):

Gennady Yu. Kulikov ◽

Maria V. Kulikova

Keyword(s):

Kalman Filtering ◽

Stochastic Systems ◽

Square Root ◽

Nonlinear Stochastic Systems ◽

Filtering Method

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Function space derived algorithms for the optimal control of continuous time nonlinear stochastic systems

10.1109/cdc.1971.271079 ◽

1971 ◽

Cited By ~ 1

Author(s):

Edgar Tacker ◽

Charles Sanders ◽

Thomas Linton

Keyword(s):

Optimal Control ◽

Function Space ◽

Continuous Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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Lyapunov-based adaptive state estimation for a class of continuous-time nonlinear stochastic systems

Proceedings of the 2010 American Control Conference ◽

10.1109/acc.2010.5531301 ◽

2010 ◽

Cited By ~ 1

Author(s):

Li Xie ◽

P P Khargonekar

Keyword(s):

State Estimation ◽

Continuous Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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