Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations

DOI10.1109/TAC.2012.2231572zbMATH Open1369.93635DBLPjournals/tac/KulikovaP13WikidataQ59323811 ScholiaQ59323811MaRDI QIDQ5353271FDOQ5353271

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Publication date: 8 September 2017

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

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Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (5)

• Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
• A unified square-root approach for the score and Fisher information matrix computation in linear dynamic systems
• A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
• Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
• High-order accurate continuous-discrete extended Kalman filter for chemical engineering

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