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Relations Between Sparse-Grid Quadrature Rule and Spherical-Radial Cubature Rule in Nonlinear Gaussian Estimation
- Source :
- IEEE Transactions on Automatic Control. 60:199-204
- Publication Year :
- 2015
- Publisher :
- Institute of Electrical and Electronics Engineers (IEEE), 2015.
-
Abstract
- The recently emerging cubature Kalman filter and the sparse-grid quadrature filter approximate the numerical integrations for the mean and covariance in Gaussian filters using the spherical-radial cubature rule and the sparse-grid quadrature rule, respectively. This technical note reveals that 1) spherical rules can be obtained by the projection of sparse-grid quadrature rules; 2) the third- and some of the fifth-degree spherical-radial cubature rules can be directly constructed from sparse-grid quadrature rules.
- Subjects :
- Mathematical optimization
Quadrature filter
Gauss–Kronrod quadrature formula
Mathematics::Numerical Analysis
Computer Science Applications
Numerical integration
Quadrature (mathematics)
Extended Kalman filter
symbols.namesake
Control and Systems Engineering
Gauss–Jacobi quadrature
symbols
Applied mathematics
Gaussian quadrature
Electrical and Electronic Engineering
Mathematics
Clenshaw–Curtis quadrature
Subjects
Details
- ISSN :
- 15582523 and 00189286
- Volume :
- 60
- Database :
- OpenAIRE
- Journal :
- IEEE Transactions on Automatic Control
- Accession number :
- edsair.doi...........c22369aeada201cf651a1fd94b6d2c73