A higher order correlation unscented Kalman filter (Q2453299)
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scientific article; zbMATH DE number 6301729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A higher order correlation unscented Kalman filter |
scientific article; zbMATH DE number 6301729 |
Statements
A higher order correlation unscented Kalman filter (English)
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6 June 2014
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sequential parameter estimation
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nonlinear systems
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unscented Kalman filter
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continuous-discrete state space
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estimation of uncorrelated states
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volatility estimation
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0.8027193546295166
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0.7607764005661011
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0.7582290172576904
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0.7581533789634705
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0.7579305171966553
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