Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
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Publication:3360765
DOI10.1137/0151042zbMath0733.93075OpenAlexW2018028661MaRDI QIDQ3360765
Publication date: 1991
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00075491/file/RR-1068.pdf
Kalman filternonlinear filteringlinearization of stochastic systemsstochastic differentiation techniques
Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Observability (93B07)
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