A higher order correlation unscented Kalman filter (Q2453299): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:50, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A higher order correlation unscented Kalman filter |
scientific article |
Statements
A higher order correlation unscented Kalman filter (English)
0 references
6 June 2014
0 references
sequential parameter estimation
0 references
nonlinear systems
0 references
unscented Kalman filter
0 references
continuous-discrete state space
0 references
estimation of uncorrelated states
0 references
volatility estimation
0 references
