A finite-difference method for linearization in nonlinear estimation algorithms
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Publication:1129722
DOI10.1016/S0005-1098(97)00127-1zbMATH Open0916.93021WikidataQ127109852 ScholiaQ127109852MaRDI QIDQ1129722FDOQ1129722
Authors: Tor Steinar Schei 
Publication date: 27 October 1998
Published in: Automatica (Search for Journal in Brave)
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Cites Work
- Stochastic processes and filtering theory
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- Factorization methods for discrete sequential estimation
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- Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
Cited In (15)
- An efficient Newton-type method for the computation of ML estimators in a uniform linear array
- Sliding-mode estimators for a class of non-linear systems affected by bounded disturbances
- Estimation of dynamic systems using a method of characteristics filter
- 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
- Kalman filters for non-linear systems: a comparison of performance
- A derivative-free implementation of the extended Kalman filter
- Unscented Kalman filter with advanced adaptation of scaling parameter
- New developments in state estimation for nonlinear systems
- Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
- Derivative-free estimation methods: new results and performance analysis
- Adaptive divided difference filtering for simultaneous state and parameter estimation
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- Численный метод нелинейного оценивания на основе разностных уравнений
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