Authors

Adurthi, N., and Singla, P., and Singh, T.

Source

ASME Journal of Dynamic Systems, Measurement and Control, 140(3).

Abstract

This paper presents a computationally efficient approach to evaluate multidimensional expectation integrals. Specifically, certain nonproduct cubature points are constructed that exploit the symmetric structure of the Gaussian and uniform density functions. The proposed cubature points can be used as an efficient alternative to the Gauss–Hermite (GH) and Gauss–Legendre quadrature rules, but with significantly fewer number of points while maintaining the same order of accuracy when integrating polynomial functions in a multidimensional space. The advantage of the newly developed points is made evident through few benchmark problems in uncertainty propagation, nonlinear filtering, and control applications.

@article{adurthi2017conjugate,
  title={Conjugate Unscented Transformation: Applications to Estimation and Control},
  author={Adurthi, Nagavenkat and Singla, Puneet and Singh, Tarunraj},
  journal={Special section issue of Journal of Dynamic Systems, Measurement, and Control to celebrate Rudolph E. Kalman},
  doi = {10.1115/1.4037783},
  volume = {140},
  number = {3},
  year={2018}
}