Numerical methods for nonlinear filtering of signals and measurements (Q2831985)

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scientific article; zbMATH DE number 6647865
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    Numerical methods for nonlinear filtering of signals and measurements
    scientific article; zbMATH DE number 6647865

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      4 November 2016
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      Itô-type stochastic differential equations with discrete measurements
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      optimal estimate of the state vector of stochastic system
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      extended Kalman filter
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      unscented Kalman filter
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      cubature Kalman filter
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      Numerical methods for nonlinear filtering of signals and measurements (English)
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