The continuous-discrete extended Kalman filter revisited

DOI10.1515/rnam-2017-0003zbMath1362.93154OpenAlexW2607833065MaRDI QIDQ2397694

Yanyan Li

Publication date: 23 May 2017

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2017-0003

zbMATH Keywords

accurate continuous-discrete extended Kalman filteradaptive MDE solver with scaled local and global error controlscontinuous-discrete cubature Kalman filtercontinuous-discrete unscented Kalman filterstochastic continuous-discrete system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ Practical implementation of extended Kalman filtering in chemical systems with sparse measurements ⋮ Efficient extended cubature Kalman filtering for nonlinear target tracking

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