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

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

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

scientific article; zbMATH DE number 7418825

Language	Label	Description	Also known as
default for all languages	No label defined
English	Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter	scientific article; zbMATH DE number 7418825

Statements

instance of

scholarly article

0 references

title

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

0 references

author

Yanyan Li

0 references

published in

Applied Numerical Mathematics

0 references

publication date

2 November 2021

0 references

zbMATH Keywords

cubature Kalman filter

0 references

square-root filtering

0 references

singular value decomposition

0 references

ordinary differential questions solvers

0 references

describes a project that uses

RODAS

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.apnum.2021.08.013

0 references

cites work

Cubature Kalman Filters

0 references

Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations

0 references

Numerical Methods for Ordinary Differential Equations

0 references

Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods

0 references

Extension of square-root filtering to include process noise

0 references

Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

0 references

An efficient family of strongly \(A\)-stable Runge-Kutta collocation methods for stiff systems and DAEs. I: Stability and order results

0 references

An efficient family of strongly A-stable Runge-Kutta collocation methods for stiff systems and DAEs. II: Convergence results

0 references

Kalman filtering. Theory and practice with MATLAB

0 references

Kalman Filter Implementation With Improved Numerical Properties

0 references

Q4714145

0 references

Q3562881

0 references

Stochastic processes and filtering theory

0 references

A survey of numerical methods for stochastic differential equations

0 references

Cheap global error estimation in some Runge-Kutta pairs

0 references

Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations

0 references

Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter

0 references

Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering

0 references

Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems

0 references

Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements

0 references

Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations

0 references

Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering

0 references

Numerical robustness of extended Kalman filtering based state estimation in ill-conditioned continuous-discrete nonlinear stochastic chemical systems

0 references

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

0 references

Variable-stepsize interpolating explicit parallel peer methods with inherent global error control

0 references

Global error estimation and control in linearly-implicit parallel two-step peer W-methods

0 references

A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations

0 references

Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations

0 references

SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements

0 references

Computational aspects of continuous-discrete extended Kalman-filtering

0 references

Square root filtering via covariance and information eigenfactors

0 references

On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems

0 references

Parallel Two-Step W-Methods with Peer Variables

0 references

Multi-implicit peer two-step W-methods for parallel time integration

0 references

SVD-Based Kalman Filter Derivative Computation

0 references

Local and global error estimation and control within explicit two-step peer triples

0 references

New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations

0 references

Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control

0 references

Superconvergent explicit two-step peer methods

0 references

Identifiers

zbMATH Open document ID

1482.65008

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.APNUM.2021.08.013

0 references

Sitelinks

Mathematics(1 entry)

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