The continuous-discrete extended Kalman filter revisited
From MaRDI portal
Publication:2397694
Recommendations
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
- New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations
Cites work
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- A singly diagonally implicit two-step peer triple with global error control for stiff ordinary differential equations
- A survey of numerical methods for stochastic differential equations
- Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
- Cheap global error estimation in some Runge-Kutta pairs
- Computational aspects of continuous-discrete extended Kalman-filtering
- Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations
- Cubature Kalman Filters
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- scientific article; zbMATH DE number 4066707 (Why is no real title available?)
- scientific article; zbMATH DE number 4089457 (Why is no real title available?)
- Kalman filtering. Theory and practice with MATLAB
- Local and global error estimation and control within explicit two-step peer triples
- Matlab Guide
- Optimal Estimation of Dynamic Systems
- Parameter estimation and the CRLB with uncertain origin measurements
- Stochastic differential equations. An introduction with applications.
- Stochastic processes and filtering theory
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
- Various Ways to Compute the Continuous-Discrete Extended Kalman Filter
Cited in
(32)- Further investigation into restricted Kalman filtering
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers
- Return-difference and spectral factorisation relationship for the discrete-time Kalman filter
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- 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
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
- Extended Kalman filter algorithm for continuous system parameter identification
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- Convergence of discrete-time Kalman filter estimate to continuous time estimate
- Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
- Discrete-time estimation of nonlinear continuous-time stochastic systems
- The location of the continuous-time stationary Kalman filter poles
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Nonlinear state prediction by separation approach for continuous-discrete stochastic systems
- An extension of the SRIF Kalman filter
- scientific article; zbMATH DE number 2048377 (Why is no real title available?)
- An interlaced extended Kalman filter
- Numerical robustness of extended Kalman filtering based state estimation in ill-conditioned continuous-discrete nonlinear stochastic chemical systems
- A new continuous-discrete particle filter for continuous-discrete nonlinear systems
- Stochastic integration filter with improved state estimate mean-square error computation
- Efficient extended cubature Kalman filtering for nonlinear target tracking
- High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements
- scientific article; zbMATH DE number 6542318 (Why is no real title available?)
- On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems
- Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations
- Computational aspects of continuous-discrete extended Kalman-filtering
- 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
- State estimation for nonlinear continuous-discrete stochastic systems. Numerical aspects and implementation issues
- Moore-Penrose-pseudo-inverse-based Kalman-like filtering methods for estimation of stiff continuous-discrete stochastic systems with ill-conditioned measurements
- Extended Kalman filters using explicit and derivative-free local linearizations
This page was built for publication: The continuous-discrete extended Kalman filter revisited
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397694)