Uncertainty quantification for the extended and the deterministic-gain Kalman filters
S Wei, JC Spall - 2022 American Control Conference (ACC), 2022 - ieeexplore.ieee.org
This paper is aimed at characterizing the mean square error and probabilistic uncertainty of
a popular class of filtering algorithms in nonlinear systems. The state estimation error of the …
a popular class of filtering algorithms in nonlinear systems. The state estimation error of the …
Quantifying the Estimation Error for a Constant-Gain Tracker
S Wei, JC Spall - 2023 American Control Conference (ACC), 2023 - ieeexplore.ieee.org
We present a new method of calculating approximate probabilistic bounds for the state
estimation error of a constant-gain Kalman filter in nonlinear multivariate systems. A critical …
estimation error of a constant-gain Kalman filter in nonlinear multivariate systems. A critical …
Uncertainty Bounds for State Estimates with Applications in Target Tracking
JC Spall, S Wei - 2023 - apps.dtic.mil
(EKF) in systems with nonlinear state transition equations. We develop a surrogate-based
method to approximate the uncertainty bounds of the EKF using only one trajectory, without …
method to approximate the uncertainty bounds of the EKF using only one trajectory, without …