Title
On exact Kalman filtering of polynomial systems.
Abstract
A closed-form state estimator for some polynomial nonlinear systems is derived in this paper. Exploiting full Taylor series expansion we first give exact matrix expressions to compute mean and covariance of any random variable distribution that has been transformed through a polynomial function. An original discrete-time Kalman filtering implementation relying on this exact polynomial transformati...
Year
DOI
Venue
2006
10.1109/TCSI.2006.870899
IEEE Transactions on Circuits and Systems I: Regular Papers
Keywords
Field
DocType
Kalman filters,Filtering,Polynomials,State estimation,Nonlinear systems,Taylor series,Covariance matrix,Distributed computing,Random variables,Chaos
Extended Kalman filter,Polynomial transformation,Fast Kalman filter,Polynomial,Control theory,Filter (signal processing),Unscented transform,Kalman filter,Invariant extended Kalman filter,Mathematics
Journal
Volume
Issue
ISSN
53
6
1549-8328
Citations 
PageRank 
References 
6
0.64
7
Authors
4
Name
Order
Citations
PageRank
M. B. Luca160.64
Student Member IEEE260.64
S. Azou3509.05
G. Burel41118.71