Sparse-grid quadrature nonlinear filtering - Jia, Bin; Xin, Ming; Cheng, Yang (Automatica (Oxford), 2012)
Keywords: Accuracy; Algorithms; Applied sciences; Automation; Bayesian estimation; Computer science; control theory; systems; Computer simulation; Control theory. Systems; Exact sciences and technology; Filtering; Fundamental areas of phenomenology (including applications); Gauss–Hermite Quadrature; Kalman filter; Kalman filters; Mathematics; Modelling and identification; Nonlinear filter; Nonlinearity; Numerical analysis; Numerical analysis. Scientific computation; Numerical approximation; Orbit estimation; Physics; Quadratures; Sciences and techniques of general use; Solid dynamics (ballistics, collision, multibody system, stabilization...); Solid mechanics; Sparse-grid; Unscented Kalman filter; Nonlinear filter; Bayesian estimation; Kalman filter; Gauss–Hermite Quadrature; Unscented Kalman filter; Sparse-grid; Orbit estimation; Performance evaluation; Non linear filter; Modeling; Quadrature; System with n degrees of freedom; Multigrid; Sparse matrix; System identification; Localization; Bayes estimation; Set point; Hermite polynomial; Gauss approximation; Dimensionality; Optimal filter; Orbit; Gauss-Hermite Quadrature; Moment method; Extended Kalman filter; Weight; Point estimation; Discrete time