Practical implementation of extended Kalman filtering in chemical systems with sparse measurements

extended Kalman filter continuous-discrete stochastic system MDE solver with error control reaction state estimation software sensor sparse measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical analysis (65-XX)

Cites Work

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Matlab Guide
Stochastic processes and filtering theory
Factorization methods for discrete sequential estimation
Solving Ordinary Differential Equations I
Numerical Methods for Ordinary Differential Equations
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Stochastic stability of the discrete-time extended Kalman filter
Stochastic models, estimation, and control. Vol. 1
Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
Adaptive nested implicit Runge-Kutta formulas of Gauss type
High-order accurate continuous-discrete extended Kalman filter for chemical engineering
Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
Cheap global error estimation in some Runge-Kutta pairs
Embedded symmetric nested implicit Runge-Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems
Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
Computational aspects of continuous-discrete extended Kalman-filtering
Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems
Array algorithms for H/sup ∞/ estimation
Suboptimal model predictive control (feasibility implies stability)
Maximum likelihood estimation using square root information filters
Adaptive ODE solvers in extended Kalman filtering algorithms
The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
The continuous-discrete extended Kalman filter revisited

Cited In (2)

NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations

Uses Software

RODAS

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