Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter (Q2238819)

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Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
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    Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter (English)
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    2 November 2021
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    cubature Kalman filter
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    square-root filtering
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    singular value decomposition
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    ordinary differential questions solvers
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