A finite-difference method for linearization in nonlinear estimation algorithms

DOI10.1016/S0005-1098(97)00127-1zbMath0916.93021WikidataQ127109852 ScholiaQ127109852MaRDI QIDQ1129722

Tor Steinar Schei

Publication date: 27 October 1998

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

extended Kalman filtercovariance matrixnonlinearlinearization method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linearizations (93B18)

Related Items (10)

Estimation of dynamic systems using a method of characteristics filter ⋮ Sliding-mode estimators for a class of non-linear systems affected by bounded disturbances ⋮ A derivative-free implementation of the extended Kalman filter ⋮ Robust stabilization control of bifurcations in Hodgkin-Huxley model with aid of unscented Kalman filter ⋮ Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises ⋮ Unscented Kalman filter with advanced adaptation of scaling parameter ⋮ Kalman filters for non-linear systems: a comparison of performance ⋮ New developments in state estimation for nonlinear systems ⋮ Adaptive divided difference filtering for simultaneous state and parameter estimation ⋮ Derivative-free estimation methods: new results and performance analysis

Uses Software

• cheney-kincaid

Cites Work

• Factorization methods for discrete sequential estimation
• Stochastic processes and filtering theory
• Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
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