981
Views
66
CrossRef citations to date
0
Altmetric
Original Articles

An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models

, &
Pages 283-321 | Published online: 05 Dec 2007

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (18)

Meng Chen, Sy-Miin Chow, Zita Oravecz & Emilio Ferrer. (2023) Fitting Bayesian Stochastic Differential Equation Models with Mixed Effects through a Filtering Approach. Multivariate Behavioral Research 58:5, pages 1014-1038.
Read now
Jonas M. B. Haslbeck & Oisín Ryan. (2022) Recovering Within-Person Dynamics from Psychological Time Series. Multivariate Behavioral Research 57:5, pages 735-766.
Read now
Zachary F. Fisher, Sy-Miin Chow, Peter C. M. Molenaar, Barbara L. Fredrickson, Vladas Pipiras & Kathleen M. Gates. (2022) A Square-Root Second-Order Extended Kalman Filtering Approach for Estimating Smoothly Time-Varying Parameters. Multivariate Behavioral Research 57:1, pages 134-152.
Read now
Meng Chen, Sy-Miin Chow, Zakia Hammal, Daniel S. Messinger & Jeffrey F. Cohn. (2021) A Person- and Time-Varying Vector Autoregressive Model to Capture Interactive Infant-Mother Head Movement Dynamics. Multivariate Behavioral Research 56:5, pages 739-767.
Read now
Steven M. Boker, Robert G. Moulder & Gustav R. Sjobeck. (2020) Constrained Fourth Order Latent Differential Equation Reduces Parameter Estimation Bias for Damped Linear Oscillator Models. Structural Equation Modeling: A Multidisciplinary Journal 27:2, pages 202-218.
Read now
Sy-Miin Chow. (2019) Practical Tools and Guidelines for Exploring and Fitting Linear and Nonlinear Dynamical Systems Models. Multivariate Behavioral Research 54:5, pages 690-718.
Read now
Philippe Rast & Emilio Ferrer. (2018) A Mixed-Effects Location Scale Model for Dyadic Interactions. Multivariate Behavioral Research 53:5, pages 756-775.
Read now
Janne K. Adolf, Manuel C. Voelkle, Annette Brose & Florian Schmiedek. (2017) Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis. Multivariate Behavioral Research 52:4, pages 499-531.
Read now
Lawrence L. Lo, Peter C. M. Molenaar & Michael Rovine. (2017) Determining the number of factors in P-technique factor analysis. Applied Developmental Science 21:2, pages 94-105.
Read now
Sy-Miin Chow, Jason J. Bendezú, Pamela M. Cole & Nilam Ram. (2016) A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects. Multivariate Behavioral Research 51:2-3, pages 154-184.
Read now
Zita Oravecz, Francis Tuerlinckx & Joachim Vandekerckhove. (2016) Bayesian Data Analysis with the Bivariate Hierarchical Ornstein-Uhlenbeck Process Model. Multivariate Behavioral Research 51:1, pages 106-119.
Read now
Hairong Song & Zhiyong Zhang. (2014) Analyzing Multiple Multivariate Time Series Data Using Multilevel Dynamic Factor Models. Multivariate Behavioral Research 49:1, pages 67-77.
Read now
Emilio Ferrer, JoelS. Steele & Fushing Hsieh. (2012) Analyzing the Dynamics of Affective Dyadic Interactions Using Patterns of Intra- and Interindividual Variability. Multivariate Behavioral Research 47:1, pages 136-171.
Read now
Hairong Song & Emilio Ferrer. (2012) Bayesian Estimation of Random Coefficient Dynamic Factor Models. Multivariate Behavioral Research 47:1, pages 26-60.
Read now
Min Zheng, Kenji Ikeda & Takao Shimomura. (2010) Estimation of Continuous-Time Nonlinear Systems by Using the Unscented Kalman Filter. SICE Journal of Control, Measurement, and System Integration 3:5, pages 324-329.
Read now
Sy-Miin Chow, Moon-hoR. Ho, EllenL. Hamaker & ConorV. Dolan. (2010) Equivalence and Differences Between Structural Equation Modeling and State-Space Modeling Techniques. Structural Equation Modeling: A Multidisciplinary Journal 17:2, pages 303-332.
Read now
Sy-Miin Chow, EllenL. Hamaker & JasonC. Allaire. (2009) Using Innovative Outliers to Detect Discrete Shifts in Dynamics in Group-Based State-Space Models. Multivariate Behavioral Research 44:4, pages 465-496.
Read now
Hairong Song & Emilio Ferrer. (2009) State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications. Structural Equation Modeling: A Multidisciplinary Journal 16:2, pages 338-363.
Read now

Articles from other publishers (48)

Venu Gopal Yamalakonda, Guddu Kumar, Ram Bilas Pachori & Abhinoy Kumar Singh. (2023) Oscillatory Kalman filtering for Duffing, Coulomb, and Van der Pol oscillators. Signal Processing 211, pages 109091.
Crossref
Lu Ou, Michael D. Hunter, Zhaohua Lu, Cynthia A. Stifter & Sy‐Miin Chow. (2023) Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter. British Journal of Mathematical and Statistical Psychology.
Crossref
Miao Wang, Weifeng Liu & Chenglin Wen. (2022) A High-Order Kalman Filter Method for Fusion Estimation of Motion Trajectories of Multi-Robot Formation. Sensors 22:15, pages 5590.
Crossref
Xiaosheng Si, Changhua Hu, Tianmei Li & Qi Zhang. (2020) A joint order-replacement policy for deteriorating components with reliability constraint. Science China Information Sciences 64:8.
Crossref
Steven M. Boker & John R. Nesselroade. 2021. Handbook of the Psychology of Aging. Handbook of the Psychology of Aging 19 34 .
Ian Colley, Manuel Varlet, Jennifer MacRitchie & Peter E. Keller. (2020) The influence of a conductor and co-performer on auditory-motor synchronisation, temporal prediction, and ancillary entrainment in a musical drumming task. Human Movement Science 72, pages 102653.
Crossref
Li-Fei Wang, Driss Boutat & Da-Yan Liu. (2020) Observer design for a generalized class of nonlinear dynamical systems with input. Observer design for a generalized class of nonlinear dynamical systems with input.
Chuang Yang, Zhe Gao, Xiaomin Huang & Tao Kan. (2020) Hybrid extended‐cubature Kalman filters for non‐linear continuous‐time fractional‐order systems involving uncorrelated and correlated noises using fractional‐order average derivative. IET Control Theory & Applications 14:11, pages 1424-1437.
Crossref
Eduardo Estrada, David A. Sbarra & Emilio Ferrer. 2020. The Cambridge Handbook of Research Methods in Clinical Psychology. The Cambridge Handbook of Research Methods in Clinical Psychology 350 368 .
. 2020. The Cambridge Handbook of Research Methods in Clinical Psychology. The Cambridge Handbook of Research Methods in Clinical Psychology 299 368 .
Takanori Hasegawa, Rui Yamaguchi, Atsushi Niida, Satoru Miyano & Seiya Imoto. (2020) Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model. Journal of the Franklin Institute 357:5, pages 2916-2933.
Crossref
Robert Jarrow, Haitao Li, Xiaoxia Ye & May Hu. (2019) Exploring Mispricing in the Term Structure of CDS Spreads*. Review of Finance 23:1, pages 161-198.
Crossref
Takanori Hasegawa, Kaname Kojima, Yosuke Kawai & Masao Nagasaki. (2018) Time-Series Filtering for Replicated Observations via a Kernel Approximate Bayesian Computation. IEEE Transactions on Signal Processing 66:23, pages 6148-6161.
Crossref
Emily A. Butler. 2018. Interpersonal Emotion Dynamics in Close Relationships. Interpersonal Emotion Dynamics in Close Relationships 179 188 .
Sy-Miin Chow, Lu Ou, Arridhana Ciptadi, Emily B. Prince, Dongjun You, Michael D. Hunter, James M. Rehg, Agata Rozga & Daniel S. Messinger. (2018) Representing Sudden Shifts in Intensive Dyadic Interaction Data Using Differential Equation Models with Regime Switching. Psychometrika 83:2, pages 476-510.
Crossref
Meng Chen, Sy-Miin Chow & Michael D. Hunter. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 205 238 .
Oisín Ryan, Rebecca M. Kuiper & Ellen L. Hamaker. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 27 54 .
Hermann Singer. 2018. Continuous Time Modeling in the Behavioral and Related Sciences. Continuous Time Modeling in the Behavioral and Related Sciences 389 435 .
Emilio Ferrer & Philippe Rast. (2017) Partitioning the variability of daily emotion dynamics in dyadic interactions with a mixed-effects location scale model. Current Opinion in Behavioral Sciences 15, pages 10-15.
Crossref
Lijuan Wang & Samantha F. Anderson. (2016) A Review of Intensive Longitudinal Methods: An Introduction to Diary and Experience Sampling Research . Journal of Educational and Behavioral Statistics 41:6, pages 653-658.
Crossref
Kathleen M. Gates & Siwei Liu. (2016) Methods for Quantifying Patterns of Dynamic Interactions in Dyads. Assessment 23:4, pages 459-471.
Crossref
Sy-Miin Chow, Zhaohua Lu, Andrew Sherwood & Hongtu Zhu. (2014) Fitting Nonlinear Ordinary Differential Equation Models with Random Effects and Unknown Initial Conditions Using the Stochastic Approximation Expectation–Maximization (SAEM) Algorithm. Psychometrika 81:1, pages 102-134.
Crossref
Abdullah Al-Hussein & Achintya Haldar. (2016) Unscented Kalman filter with unknown input and weighted global iteration for health assessment of large structural systems. Structural Control and Health Monitoring 23:1, pages 156-175.
Crossref
Takanori Hasegawa, Tomoya Mori, Rui Yamaguchi, Teppei Shimamura, Satoru Miyano, Seiya Imoto & Tatsuya Akutsu. (2015) Genomic data assimilation using a higher moment filtering technique for restoration of gene regulatory networks. BMC Systems Biology 9:1.
Crossref
E. L. Hamaker, E. Ceulemans, R. P. P. P. Grasman & F. Tuerlinckx. (2015) Modeling Affect Dynamics: State of the Art and Future Challenges. Emotion Review 7:4, pages 316-322.
Crossref
S. Pant, B. Fabrèges, J‐F. Gerbeau & I. E. Vignon‐Clementel. (2014) A methodological paradigm for patient‐specific multi‐scale CFD simulations: from clinical measurements to parameter estimates for individual analysis. International Journal for Numerical Methods in Biomedical Engineering 30:12, pages 1614-1648.
Crossref
Takanori HasegawaTomoya MoriRui YamaguchiSeiya ImotoSatoru MiyanoTatsuya Akutsu. (2014) An Efficient Data Assimilation Schema for Restoration and Extension of Gene Regulatory Networks Using Time-Course Observation Data. Journal of Computational Biology 21:11, pages 785-798.
Crossref
Huihui Zhang, Changhua Hu, Xiangyu Kong, Wei Zhang & Zhengxin Zhang. (2014) Online updating with a wiener-process-based prediction model using UKF algorithm for remaining useful life estimation. Online updating with a wiener-process-based prediction model using UKF algorithm for remaining useful life estimation.
Paul van Geert. (2014) Unfolding Potential as Dynamic Emergence: A View From the Theory of Complex, Nonlinear Dynamic Systems. Journal of Cognitive Education and Psychology 13:3, pages 324-356.
Crossref
Chengming Luo, Wei Li, Hai Yang, Baohua Ying & Gaifang Xin. (2014) Implementation of Mobile Target Positioning Technology Integrating SINS with WSN Measurements. Journal of Sensors 2014, pages 1-12.
Crossref
Emilio Ferrer & Jonathan L. Helm. (2013) Dynamical systems modeling of physiological coregulation in dyadic interactions. International Journal of Psychophysiology 88:3, pages 296-308.
Crossref
Qarab Raza Butt, Aamer Iqbal Bhatti, Mohammed Rafiq Mufti, Mudassar Abbas Rizvi & Irfan Awan. (2013) Modeling and online parameter estimation of intake manifold in gasoline engines using sliding mode observer. Simulation Modelling Practice and Theory 32, pages 138-154.
Crossref
El?as Revestido Herrero & Francisco J. Velasco Gonz?lez. (2012) Two-step identification of non-linear manoeuvring models of marine vessels. Ocean Engineering 53, pages 72-82.
Crossref
John J. McArdle. (2011) Longitudinal dynamic analyses of cognition in the health and retirement study panel. AStA Advances in Statistical Analysis 95:4, pages 453-480.
Crossref
HARRISON FELL & ALAN HAYNIE. (2011) ESTIMATING TIME-VARYING BARGAINING POWER: A FISHERY APPLICATION. Economic Inquiry 49:3, pages 685-696.
Crossref
Fushing Hsieh, Emilio Ferrer, Shu-Chun Chen & Sy-Miin Chow. (2010) Exploring the Dynamics of Dyadic Interactions via Hierarchical Segmentation. Psychometrika 75:2, pages 351-372.
Crossref
Ellen L. Hamaker, Zhiyong Zhang & Han L. J. van der Maas. (2009) Using Threshold Autoregressive Models to Study Dyadic Interactions. Psychometrika 74:4.
Crossref
Ravi Kumar Jatoth & T. Kishore Kumar. (2009) Particle Swarm Optimization Based Tuning of Unscented Kalman Filter for Bearings Only Tracking. Particle Swarm Optimization Based Tuning of Unscented Kalman Filter for Bearings Only Tracking.
John J. McArdle. (2009) Latent Variable Modeling of Differences and Changes with Longitudinal Data. Annual Review of Psychology 60:1, pages 577-605.
Crossref
Hong-shik Kim, Jong-suk Choi & Minyoung Park. (2008) Indoor localization system using multi-modulation of ultrasonic sensors and digital compass. Indoor localization system using multi-modulation of ultrasonic sensors and digital compass.
Theodoro Koulis, James O. Ramsay & Daniel J. Levitin. (2007) From Zero to Sixty: Calibrating Real-Time Responses. Psychometrika 73:2, pages 321-339.
Crossref
Sang-Il Ko & Jong-Suk Choi. (2007) Indoor mobile localization system using UKF and pre-filtering. Indoor mobile localization system using UKF and pre-filtering.
Byoung-hoon Kim & Jong-suk Choi. (2007) Active beacon system with the fast processing architecture for indoor localization. Active beacon system with the fast processing architecture for indoor localization.
Byoung-hoon Kim, Jong-suk Choi, Sang-il Ko & Mignon Park. (2006) Improved active beacon system using multi-modulation of ultrasonic sensors for indoor localization. Improved active beacon system using multi-modulation of ultrasonic sensors for indoor localization.
Sang-il Ko, Jong-suk Choi & Byoung-hoon Kim. (2006) Performance Enhancement of Indoor Mobile Localization System using Unscented Kalman Filter. Performance Enhancement of Indoor Mobile Localization System using Unscented Kalman Filter.
Changtai Li, Sook-Rei Tan & Wai-Mun Chia. (2022) Heterogeneous Beliefs and Market Fraction in International Markets: The Role of Sentiment Spillover. SSRN Electronic Journal.
Crossref
Ethan Namvar, Xiaoxia Ye & Fan Yu. (2015) Modeling Municipal Yields with (and without) Bond Insurance. SSRN Electronic Journal.
Crossref
Van Son Lai & Xiaoxia Ye. (2014) How Does the Market View Bank Regulatory Capital Forbearance Policies?. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.