Pages that link to "Item:Q1996678"
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The following pages link to Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems (Q1996678):
Displaying 7 items.
- MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods (Q2034163) (← links)
- Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems (Q2034174) (← links)
- Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods (Q2151915) (← links)
- Robust stable iterated unscented Kalman filter based on maximum correntropy criterion (Q2151938) (← links)
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements (Q6542493) (← links)
- Event-triggered optimal control for nonlinear stochastic systems via adaptive dynamic programming (Q6543285) (← links)
