Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems

DOI10.1016/j.automatica.2017.12.055zbMath1387.93161MaRDI QIDQ1640718

Y. Aharonov

Publication date: 14 June 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.12.055

zbMATH Keywords

nonlinear filters; Kalman filters; stochastic systems; estimation algorithms

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E10: Estimation and detection in stochastic control theory

93E15: Stochastic stability in control theory

Uses Software

• Matlab
• RODAS