Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations (Q6193302)
From MaRDI portal
scientific article; zbMATH DE number 7816197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations |
scientific article; zbMATH DE number 7816197 |
Statements
Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: conventional and square-root implementations (English)
0 references
12 March 2024
0 references
state estimation
0 references
derivative-free filters
0 references
extended Kalman filter
0 references
square-root filters
0 references
Itô-Taylor expansion
0 references
Euler-Maruyama method
0 references
