Conjugate Unscented Transform rules for uniform probability density functions

Nagavenkat Adurthi, Puneet Singla, Tarunraj Singh

Research output: Chapter in Book/Report/Conference proceedingConference contribution

34 Scopus citations

Abstract

This paper presents a few novel quadrature rules to evaluate expectation integrals with respect to a uniform probability density function. In 1-dimensional expectation integrals the most widely used numerical method is the Gauss-Legendre quadratures as they are exact for polynomials. As for a generic N-dimensional integral, the tensor product of 1-dimensional Gauss-Legendre quadratures results in an undesirable exponential growth of the number of points. The cubature rules proposed in this paper can be used as a direct alternative to the Gauss-Legendre quadrature rules as they are also designed to exactly evaluate the integrals of polynomials but use only a small fraction of the number of points. In addition, they also have all positive weights.

Original languageEnglish (US)
Title of host publication2013 American Control Conference, ACC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2454-2459
Number of pages6
ISBN (Print)9781479901777
DOIs
StatePublished - Jan 1 2013
Event2013 1st American Control Conference, ACC 2013 - Washington, DC, United States
Duration: Jun 17 2013Jun 19 2013

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Other

Other2013 1st American Control Conference, ACC 2013
CountryUnited States
CityWashington, DC
Period6/17/136/19/13

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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