NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Q2010245)

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scientific article; zbMATH DE number 7137370
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    NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
    scientific article; zbMATH DE number 7137370

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      NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (English)
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      27 November 2019
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      continuous-discrete stochastic system
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      square-root unscented Kalman filter
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      sigma point differential equations
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      Gauss-type nested implicit Runge-Kutta formula with local and global error controls
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      stochastic radar tracking model
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