@inproceedings{c3d59bb5450442248f2b7ba9d8f52d57,
title = "The Conjugate Unscented Transform - An approach to evaluate multi-dimensional expectation integrals",
abstract = "This paper presents an extension to the unscented transformation to evaluate expectation integrals in general N-dimensional space by satisfying higher order moment equations. New sets of sigma points are defined to satisfy moment equations up to eighth order. The proposed methodology can be used as an efficient alternative to Gaussian quadrature rule with significantly reduced number of function evaluations but without any loss in accuracy. Numerical simulation results illustrates the effectiveness of the proposed methodology in computing high dimension expectation integrals with significantly reduced number of function evaluations.",
author = "Nagavenkat Adurthi and Puneet Singla and Tarunraj Singh",
year = "2012",
language = "English",
isbn = "9781457710957",
series = "Proceedings of the American Control Conference",
pages = "5556--5561",
booktitle = "2012 American Control Conference, ACC 2012",
note = "2012 American Control Conference, ACC 2012 ; Conference date: 27-06-2012 Through 29-06-2012",
}