Computational aspects of continuous-discrete extended Kalman-filtering
From MaRDI portal
(Redirected from Publication:626232)
Recommendations
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- The continuous-discrete extended Kalman filter revisited
- scientific article; zbMATH DE number 4099178
- New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
Cites work
- scientific article; zbMATH DE number 4041188 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 940582 (Why is no real title available?)
- A family of embedded Runge-Kutta formulae
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- A reliable Rosenbrock integrator for stiff differential equations
- An equilibrium characterization of the term structure
- Comparing numerical methods for stiff systems of O.D.E:s
- Evaluation of likelihood functions for Gaussian signals
- Gaussian filters for nonlinear filtering problems
- Integration of Stiff Equations
- Kalman filters for non-linear systems: a comparison of performance
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- New developments in state estimation for nonlinear systems
- On the boundedness of asymptotic stability regions for the stochastic theta method
- Some general implicit processes for the numerical solution of differential equations
- Stochastic processes and filtering theory
- Three ways to solve for bond prices in the Vasiček model
Cited in
(21)- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter
- A new continuous-discrete particle filter for continuous-discrete nonlinear systems
- The continuous-discrete extended Kalman filter revisited
- Extended Kalman filter algorithm for continuous system parameter identification
- An efficient statistical adaptive order-switching methodology for Kalman filters
- The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems
- Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements
- On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems
- State estimation incorporating infrequent, delayed and integral measurements
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- A state predictor for continuous-time stochastic systems
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
- Practical implementation of extended Kalman filtering in chemical systems with sparse measurements
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements
- Fast continuous-discrete DAF-filters
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
- Adaptive ODE solvers in extended Kalman filtering algorithms
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
This page was built for publication: Computational aspects of continuous-discrete extended Kalman-filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q626232)
