Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations (Q6193302)
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scientific article; zbMATH DE number 7816197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations |
scientific article; zbMATH DE number 7816197 |
Statements
Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations (English)
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12 March 2024
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state estimation
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derivative-free filters
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extended Kalman filter
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square-root filters
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Itô-Taylor expansion
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Euler-Maruyama method
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