THE UNSCENTED KALMAN FILTER, A POWERFUL TOOL FOR DATA ANALYSIS-Reference-Cited by-同舟云学术

THE UNSCENTED KALMAN FILTER, A POWERFUL TOOL FOR DATA ANALYSIS

Published:2004-06 Issue:06 Volume:14 Page:2093-2105
ISSN:0218-1274
Container-title:International Journal of Bifurcation and Chaos
language:en
Short-container-title:Int. J. Bifurcation Chaos

Author:

SITZ A.¹,SCHWARZ U.¹,KURTHS J.¹

Affiliation:

1. Center for Complex Dynamics, Am Neuen Palais 10, 14469 Potsdam, Germany

Abstract

We present a derivation of the unscented Kalman filter (UKF) as an approximation to the optimal Bayesian filter equations. The potentials of the UKF are then demonstrated for the problem of simultaneous estimation of states and parameters from noise corrupted data of nonlinear dynamical systems. The UKF even works for the chaotic Chua system which includes nondifferentiable terms.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Modelling and Simulation,Engineering (miscellaneous)

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0218127404010515

Reference20 articles.

1. Chaos

2. Fitting partial differential equations to space-time dynamics

3. New exact nonlinear filters with large Lie algebras

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