A finite-difference method for linearization in nonlinear estimation algorithms
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- scientific article; zbMATH DE number 740117
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Cites work
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- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
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- scientific article; zbMATH DE number 44406 (Why is no real title available?)
- scientific article; zbMATH DE number 3304505 (Why is no real title available?)
- Factorization methods for discrete sequential estimation
- Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
- Stochastic processes and filtering theory
Cited in
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- The application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithms
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- Robust stabilization control of bifurcations in Hodgkin-Huxley model with aid of unscented Kalman filter
- A finite-difference method for linearization in nonlinear estimation algorithms
- A derivative-free implementation of the extended Kalman filter
- Kalman filters for non-linear systems: a comparison of performance
- Unscented Kalman filter with advanced adaptation of scaling parameter
- New developments in state estimation for nonlinear systems
- Derivative-free estimation methods: new results and performance analysis
- Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
- Adaptive divided difference filtering for simultaneous state and parameter estimation
- scientific article; zbMATH DE number 1884424 (Why is no real title available?)
- Численный метод нелинейного оценивания на основе разностных уравнений
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