On convergence of the unscented Kalman–Bucy filter using contraction theory
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Publication:2798514
DOI10.1080/00207721.2014.953799zbMath1333.93243OpenAlexW2087087380MaRDI QIDQ2798514
Lars Imsland, Jerome Jouffroy, Johannes Philippus Maree
Publication date: 12 April 2016
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2014.953799
exponential convergencestatistical linearizationunscented Kalman-Bucy filterstochastic contractionvirtual-actual framework
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linearizations (93B18)
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