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• W2080279242 abstract "This work presents a polynomial version of the well-known extended Kalman filter (EKF) for the state estimation of nonlinear discrete-time stochastic systems. The proposed filter, denoted polynomial EKF (PEKF), consists in the application of the optimal polynomial filter of a chosen degree /spl mu/ to the Carleman approximation of a nonlinear system. When /spl mu/=1 the PEKF algorithm coincides with the standard EKF. For the filter implementation the moments of the state and output noises up to order 2/spl mu/ are required. Numerical simulations compare the performances of the PEKF with those of some other existing filters, showing significant improvements." @default.
• W2080279242 created "2016-06-24" @default.
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• W2080279242 date "2005-12-01" @default.
• W2080279242 modified "2023-10-07" @default.
• W2080279242 title "Polynomial extended Kalman filter" @default.
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• W2080279242 doi "https://doi.org/10.1109/tac.2005.860256" @default.
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