Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

DOI10.1109/TAC.2011.2168129zbMath1369.93624OpenAlexW1980139451MaRDI QIDQ5352781

Paul Frogerais, Jean-Jacques Bellanger, Lotfi Senhadji

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2011.2168129

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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