Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements (Q4990420)
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scientific article; zbMATH DE number 7352362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements |
scientific article; zbMATH DE number 7352362 |
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Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements (English)
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28 May 2021
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Itô-type stochastic differential equation
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continuous-discrete stochastic system
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accurate continuous-discrete extended-unscented Kalman filter
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square-root implementation
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ordinary and hyperbolic SVD
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radar tracking scenario
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ill-conditioned measurements
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