High-order accurate continuous-discrete extended Kalman filter for chemical engineering

DOI10.1016/J.EJCON.2014.11.003MaRDI QIDQ1662973zbMATH OpenOpenAlexFDO

Authors Y. Aharonov

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

zbMATH Keywords

extended Kalman filtermoment differential equationsadaptive ODE solverautomatic local and global error controlcontinuous-discrete model

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 4066707 (Why is no real title available?)
• scientific article; zbMATH DE number 4089457 (Why is no real title available?)
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• Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

Cited in

(14)

• The continuous-discrete extended Kalman filter revisited
• New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations
• Numerical robustness of extended Kalman filtering based state estimation in ill-conditioned continuous-discrete nonlinear stochastic chemical systems
• Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
• 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
• Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
• NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
• Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
• Efficient extended cubature Kalman filtering for nonlinear target tracking
• Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
• NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
• A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
• Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering

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• RODAS

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