Cubature Kalman Filters
نویسندگان
چکیده
منابع مشابه
Joint Channel Estimation and Data Detection with Cubature Kalman Filters
Resumo— Este artigo apresenta a utilização do cubature Kalman filter para a estimação dos coeficientes de um canal MIMO duplamente seletivo e detecção de símbolos discretos de forma conjunta. Com base no modelamento da dinâmica temporal dos coeficientes do canal e dos símbolos transmitidos, um vetor de estados é definido contendo ambas informações levando a uma não-lineraridade na equação de ob...
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In this correspondence, the authors develop a novel method based on spherical radial cubature and Gauss–Laguerre quadrature rule for non-linear state estimation problems. The proposed filter, referred as cubature quadrature Kalman filter (CQKF) would be able to overcome inherent disadvantages associated with the earlier reported cubature Kalman filter (CKF). The theory and formulation of CQKF h...
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The cubature Kalman filter (CKF) is a relatively new addition to derivative-free approximate Bayesian filters built under the Gaussian assumption. This paper extends the CKF theory to address nonlinear smoothing problems; the resulting state estimator is named the fixed-interval cubature Kalman smoother (FI-CKS). Moreover, the FI-CKS is reformulated to propagate the square-root error covariance...
متن کاملHigh-degree cubature Kalman filter
The cubature Kalman filter (CKF), which is based on the third degree spherical–radial cubature rule, is numericallymore stable than the unscented Kalman filter (UKF) but less accurate than theGauss–Hermite quadrature filter (GHQF). To improve the performance of the CKF, a new class of CKFs with arbitrary degrees of accuracy in computing the spherical and radial integrals is proposed. The third-...
متن کاملDesensitized Cubature Kalman Filter with Uncertain Parameter
A robust desensitized cubature Kalman filtering (DCKF) for nonlinear systems with uncertain parameter is proposed. Sensitivity matrices are defined as the integral form, and desensitized cost function is designed by penalizing the posterior covariance trace by a sensitivity-weighting sum of the posteriori sensitivities. The DCKF gain is obtained by minimizing the desensitized cost function to a...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2009
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2009.2019800