Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation

DOI10.1007/978-3-319-55011-4_21zbMath1427.93245OpenAlexW2766021268MaRDI QIDQ4972909

Jiří Ajgl, Jindřich Havlík, Ondřej Straka, Jindřich Duník

Publication date: 27 November 2019

Published in: Informatics in Control, Automation and Robotics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-55011-4_21

zbMATH Keywords

state estimationGaussian filtermean-squared errorBayesian approachstochastic integration filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation

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