All Title Author
Keywords Abstract

电子学报  2012 


DOI: 10.3969/j.issn.0372-2112.2012.07.002, PP. 1298-1303

Keywords: 非线性滤波器,稀疏网格,高斯-厄米特积分,求积分滤波器,无味卡尔曼滤波器

Full-Text   Cite this paper   Add to My Lib




[1]  Jazwinski A.Stochastic Processing and Filtering Theory [M].New York:Academic Press,1970.93-347.
[2]  H J Kushner.Approximation to optimal nonlinear filters [J].IEEE Transactions on Automatic Control,1967,12(5):546-556.
[3]  Norgaard M,Poulsen N,Ravn O.New developments in state estimation for nonlinear systems [J].Automatica,2000,36(11):1627-1638.
[4]  N J Gordon,D J Salmond,A F M Smith.Novel approach to nonlinear/non-Gaussian Bayesian state estimation [J].IEE Proceedings on Radar and Signal Processing,1993,140(2):107-113.
[5]  Arasaratnam I,Haykin S,Elliott R J.Discrete-time nonlinear filtering algorithms using Gauss-Hermite quadrature [J].Proceedings of the IEEE,2007,95(5):953-977.
[6]  巫春玲,韩崇昭.平方根求积分卡尔曼滤波器[J].电子学报,2009,37(5):987-992. WU Chun-ling,HAN Chong-zhao.Square-root quadrature Kalman filter [J].Acta Electronica Sinica,2009,37(5):987-992.(in Chinese)
[7]  Guo Dong,Wang Xiao-dong.Quasi-Monte Carlo filtering in nonlinear dynamic systems [J].IEEE Transactions on Signal Processing,2006,54(6):2087-2098.
[8]  Gerstner T,Griebel M.Numerical integration using sparse grids [J].Numerical Algorithms,1998,18(4):209-232.
[9]  Bungartz H J,Griebel M.Sparse grids [J].Acta Numerica,2004,13:1-123.
[10]  Florian H,Viktor W.Likelihood approximation by numerical integration on sparse grids [J].Journal of Econometrics,2008,144:62-80.
[11]  Smolyak,S A.Quadrature and interpolation formulas for tensor products of certain classes of functions [J].Soviet Math Dokl,1963,4:240-243.
[12]  S J Julier,J K Uhlmann.Unscented filtering and nonlinear estimation [J].Proceedings of the IEEE,2004,92(3):401-422.
[13]  Y B Shalom,X-R Li,T Kirubarajan.Estimation with Applications to Tracking and Navigation [M].New York:Wiley and Sons,2001.
[14]  S J Julier,J K Uhlmann,H F Durrant-Whyte.A new method for the nonlinear transformation of means and covariances in filters and estimators [J].IEEE Transactions on Automatic Control,2000,45(3):477-482.
[15]  Ito K,Xiong K.Gaussian filters for nonlinear filtering problems [J].IEEE Transactions on Automatic Control,2000,45(5):910-927.
[16]  G H Golub,J H Welsch,B.Calculation of Gauss quadrature rules [J].Mathematics of Computation,1969,23(106):221-230.


comments powered by Disqus