On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems

DOI10.1016/j.ejcon.2023.100886zbMath1521.93195MaRDI QIDQ6053957

No author found.

Publication date: 27 September 2023

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

state estimationextended Kalman filterstochastic systemssquare-root implementationderivative-free filtersMatlab solvers

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Control/observation systems governed by ordinary differential equations (93C15)

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