High-order accurate continuous-discrete extended Kalman filter for chemical engineering
DOI10.1016/J.EJCON.2014.11.003zbMATH Open1403.93184OpenAlexW2012853319MaRDI QIDQ1662973FDOQ1662973
Publication date: 21 August 2018
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2014.11.003
extended Kalman filtermoment differential equationsadaptive ODE solverautomatic local and global error controlcontinuous-discrete model
Filtering in stochastic control theory (93E11) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10)
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Cited In (13)
- Efficient extended cubature Kalman filtering for nonlinear target tracking
- Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
- Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- The continuous-discrete extended Kalman filter revisited
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations
- A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations
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- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
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