scientific article; zbMATH DE number 1208113

MaRDI QIDQ4212945zbMATH OpenFDO

Authors U. Jin Choi, M. Oh

Publication date 6 July 1999

Full work available at URL https://eudml.org/doc/28041, http://www.kybernetika.cz/content/1997/4/387

zbMATH Keywords

damped modified iterated Kalman filterextended Kalman filterKalman filtersmodified Newton methodsystem nonlinearities

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• A central limit theorem for stationary processes and the parameter estimation of linear processes
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• Error estimate for the modified Newton method with applications to the solution of nonlinear, two-point boundary-value problems
• Estimation, control, and the discrete Kalman filter
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• Principles and procedures of numerical analysis
• The iterated Kalman filter update as a Gauss-Newton method

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