Extended Kalman filters using explicit and derivative-free local linearizations

DOI10.1016/j.apm.2008.07.019zbMath1205.93150WikidataQ60585178 ScholiaQ60585178MaRDI QIDQ965631

B. E. Eshmatov

Publication date: 24 April 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2008.07.019

zbMATH Keywords

extended Kalman filters; state and parameter estimations; explicit and derivative-free local linearizations

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

93B18: Linearizations

93E12: Identification in stochastic control theory

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