A higher order correlation unscented Kalman filter (Q2453299)
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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)
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6 June 2014
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sequential parameter estimation
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nonlinear systems
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unscented Kalman filter
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continuous-discrete state space
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estimation of uncorrelated states
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volatility estimation
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