NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models (Q2406644)

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NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
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    NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models (English)
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    5 October 2017
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    continuous-discrete stochastic system
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    extended Kalman filter
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    Gauss- and Lobatto-type nested implicit Runge-Kutta formulas
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    Mazzoni's hybrid method
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    adaptive MDE solver with local and global error controls
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    continuous-time stochastic target tracking model
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