The continuous-discrete extended Kalman filter revisited (Q2397694)

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The continuous-discrete extended Kalman filter revisited
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    The continuous-discrete extended Kalman filter revisited (English)
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    23 May 2017
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    stochastic continuous-discrete system
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    continuous-discrete unscented Kalman filter
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    continuous-discrete cubature Kalman filter
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    accurate continuous-discrete extended Kalman filter
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    adaptive MDE solver with scaled local and global error controls
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