Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (Q2833532)
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| Language | Label | Description | Also known as |
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| English | Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering |
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Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (English)
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18 November 2016
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stiff stochastic differential equation of Itô type
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continuous-discrete stochastic state-space system
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extended Kalman filter
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moment differential equations
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nested implicit Runge-Kutta formula of order 6
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adaptive solvers with automatic local and global error controls
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stochastic Van der Pol oscillator
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