Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

From MaRDI portal
Revision as of 23:59, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5352781

DOI10.1109/TAC.2011.2168129zbMath1369.93624OpenAlexW1980139451MaRDI QIDQ5352781

Paul Frogerais, Jean-Jacques Bellanger, Lotfi Senhadji

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2011.2168129



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (23)

Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systemsContinuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methodsAccurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurementsConvergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observationThe continuous-discrete extended Kalman filter revisitedHigh-order accurate continuous-discrete extended Kalman filter for chemical engineeringOn derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systemsUniversal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systemsState estimation incorporating infrequent, delayed and integral measurementsUnscented Kalman filter with stable embedding for simple, accurate, and computationally efficient state estimation of systems on manifolds in Euclidean spaceSVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurementsSecond-order recursive filtering on the rigid-motion Lie group \(\mathrm{SE}_3\) based on nonlinear observationsSuboptimal linear estimation for continuous-discrete bilinear systemsA new continuous-discrete particle filter for continuous-discrete nonlinear systemsEmbedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systemsPractical implementation of extended Kalman filtering in chemical systems with sparse measurementsSquare-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filterAdaptive ODE solvers in extended Kalman filtering algorithmsNIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurementsMATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methodsA state predictor for continuous-time stochastic systemsEstimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman FilteringDistributed monitoring of the absorption column of a post‐combustion CO2 capture plant




This page was built for publication: Various Ways to Compute the Continuous-Discrete Extended Kalman Filter