Cover Image

On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kulikova, Maria V., Kulikov, Gennady Yu.
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: Conventional and square-root implementations
by: Kulikova, Maria V., et al.
Published: (2024)

SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements
by: Kulikova, Maria V., et al.
Published: (2024)

UD-based pairwise and MIMO Kalman-like filtering for estimation of econometric model structures
by: Kulikova, Maria V., et al.
Published: (2024)

Pattern Recognition Facilities of Extended Kalman Filtering in Stochastic Neural Fields
by: Kulikova, Maria V., et al.
Published: (2024)

Evolving efficiency of the BRICS markets
by: Kulikova, Maria V., et al.
Published: (2024)

Set-based state estimation of nonlinear discrete-time systems using constrained zonotopes and polyhedral relaxations
by: Rego, Brenner S., et al.
Published: (2025)

A derivative-free Levenberg-Marquardt method for sparse nonlinear least squares problems
by: Feng, Yuchen, et al.
Published: (2025)

A derivative-free regularization algorithm for equality constrained nonlinear least squares problems
by: Chen, Xi, et al.
Published: (2025)

Low-rank approximated Kalman filter using Oja's principal component flow for discrete-time linear systems
by: Tsuzuki, Daiki, et al.
Published: (2024)

Consistent inverse optimal control for discrete-time nonlinear stochastic systems
by: Wang, Ziliang, et al.
Published: (2025)

Approximations of the Mortensen observer using higher order extended Kalman filters
by: Breiten, Tobias, et al.
Published: (2026)

Column generation for multistage stochastic mixed-integer nonlinear programs with discrete state variables
by: Rathi, Tushar, et al.
Published: (2024)

Constrained non-linear estimation and links with stochastic filtering
by: Chaintron, Louis-Pierre, et al.
Published: (2025)

Conjugate continuous-discrete projection filter via sparse-Grid quadrature
by: Emzir, Muhammad F., et al.
Published: (2025)

An update-resilient Kalman filtering approach
by: Yi, Shenglun, et al.
Published: (2025)

A novel implementation of Yau-Yau filter for time-variant nonlinear problems
by: Hu, Yuzhong, et al.
Published: (2025)

Deterministic Kalman filters for uncertain dynamical systems
by: Kunisch, Karl, et al.
Published: (2025)

Distributionally robust Kalman filtering with volatility uncertainty
by: Han, Bingyan
Published: (2023)

Sequential test sampling for stochastic derivative-free optimization
by: Ding, Anjie, et al.
Published: (2025)

An iterative algorithm for the square-root Lasso
by: Boccacci, Patrizia, et al.
Published: (2025)

Risk averse deterministic Kalman filters for uncertain dynamical systems
by: Kunisch, Karl, et al.
Published: (2025)

A robust approach to sigma point Kalman filtering
by: Yi, Shenglun, et al.
Published: (2025)

Validation methodology on real data of reversible Kalman Filter for state estimation with Manifold
by: Covanov, Svyatoslav, et al.
Published: (2025)

The out-of-sample prediction error of the square-root-LASSO and related estimators
by: Olea, José Luis Montiel, et al.
Published: (2022)

Predictive stability filters for nonlinear dynamical systems affected by disturbances
by: Didier, Alexandre, et al.
Published: (2024)

Model-free stochastic linear quadratic control for discrete-time systems with multiplicative and additive noises via semidefinite programming
by: Guo, Jing, et al.
Published: (2025)

Online experiment design for continuous-time systems using generalized filtering
by: Wang, Jiwei, et al.
Published: (2025)

Theoretical analysis of a derivative free control based continuation algorithm with path following capability for autonomous systems
by: Gourc, Etienne, et al.
Published: (2025)

Low-rank approximated Kalman-Bucy filters using Oja's principal component flow for linear time-invariant systems
by: Tsuzuki, Daiki, et al.
Published: (2024)

Linear quadratic control for discrete-time systems with stochastic and bounded noises
by: Ma, Xuehui, et al.
Published: (2025)

Inverse Cubature and Quadrature Kalman filters
by: Singh, Himali, et al.
Published: (2023)

Carleman estimate for semi-discrete stochastic parabolic operators in arbitrary dimension and applications to controllability
by: Lecaros, Rodrigo, et al.
Published: (2025)

A geometric perspective of state estimation using Kalman filters
by: Baran, Mateusz, et al.
Published: (2025)

Null controllability for semi-discrete stochastic semilinear parabolic equations
by: Wang, Yu, et al.
Published: (2025)

The Koopmanization of controlled nonlinear Itô stochastic differential systems and its comparison with the Carleman embedding: new results
by: Lambe, Amruta, et al.
Published: (2025)

Joint parameter and state estimation for regularized time-discrete multibody dynamics
by: Marklund, Hannes, et al.
Published: (2025)

Anderson acceleration of derivative-free projection methods for constrained monotone nonlinear equations
by: Jin, Jiachen, et al.
Published: (2024)

Set-membership identification of continuous-time MIMO systems via Tustin discretization
by: Cerone, Vito, et al.
Published: (2025)

A continuous-time violation-free multi-agent optimization algorithm and its applications to safe distributed control
by: Tan, Xiao, et al.
Published: (2024)

Interpolatory model reduction of dynamical systems with root mean squared error
by: Reiter, Sean, et al.
Published: (2024)