The extended Kalman filter (EKF) is probably the most widely used estimation algorithm for
nonlinear systems. However, more than 35 years of experience in the estimation community …

In this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter
(UKF) theory. We gather all available UKF variants in the literature, present corrections to …

Nonlinear stochastic dynamical systems are commonly used to model physical processes.
For linear and Gaussian systems, the Kalman filter is optimal in minimum mean squared …

In this paper, a novel nonlinear filter named Sparse-grid Quadrature Filter (SGQF) is
proposed. The filter utilizes weighted sparse-grid quadrature points to approximate the multi …

Over the past few decades, structural system identification based on vibration
measurements has attracted much attention in the structural dynamics field. The well‐known …

As a matter of course, the unprecedented ascending penetration of distributed energy
resources, mainly harvesting renewable energies, is a direct consequence of environmental …

In this paper we investigate the use of an alternative to the extended Kalman filter (EKF), the
unscented Kalman filter (UKF). First we give a broad overview of different UKF algorithms …

This paper presents a computationally efficient approach to evaluate multidimensional
expectation integrals. Specifically, certain nonproduct cubature points are constructed that …

The paper presents an approach to track sudden changes in stiffness of structural systems
exposed to earthquake induced base excitations. Such sudden changes in the stiffness …

The computational efficiency of a sampling based nonlinear Kalman filtering process is
mainly conditional on the number of sigma/sample points required by the filter at each time …