Pages that link to "Item:Q5282227"
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The following pages link to On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems (Q5282227):
Displayed 50 items.
- Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements (Q338544) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- An effective method to interval observer design for time-varying systems (Q472606) (← links)
- Stochastic chaos synchronization using unscented Kalman-Bucy filter and sliding mode control (Q551476) (← links)
- Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
- A state predictor for continuous-time stochastic systems (Q730105) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Performance evaluation of particle filter resampling techniques for improved estimation of misalignment and trajectory deviation (Q784583) (← links)
- Observer based minimum variance control of uncertain piecewise affine systems subject to additive noise (Q901268) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems (Q1640718) (← links)
- Suboptimal linear estimation for continuous-discrete bilinear systems (Q1729040) (← links)
- Envelope-constrained \(H_\infty\) filtering for nonlinear systems with quantization effects: the finite horizon case (Q1797068) (← links)
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems (Q1996678) (← links)
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Q2010245) (← links)
- A survey of interval observers design methods and implementation for uncertain systems (Q2027366) (← links)
- MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods (Q2034163) (← links)
- Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems (Q2034174) (← links)
- Counteracting dynamical degradation of a class of digital chaotic systems via unscented Kalman filter and perturbation (Q2127034) (← links)
- Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods (Q2151915) (← links)
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
- Stochastic physics-informed neural ordinary differential equations (Q2168292) (← links)
- Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations (Q2174970) (← links)
- Recursive resilient filtering for nonlinear stochastic systems with packet disorders (Q2181377) (← links)
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements (Q2203044) (← links)
- A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application (Q2208560) (← links)
- On the convergence of the unscented Kalman filter (Q2220069) (← links)
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering (Q2229127) (← links)
- Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter (Q2238819) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Global sensitivity analysis for the design of nonlinear identification experiments (Q2296881) (← links)
- Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison (Q2331468) (← links)
- Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions (Q2353429) (← links)
- NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models (Q2406644) (← links)
- Modeling of nonlinear biological phenomena modeled by S-systems (Q2452902) (← links)
- Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement (Q2692526) (← links)
- Hessian matrix non-decomposition theorem and its application to nonlinear filtering (Q2693992) (← links)
- On convergence of the unscented Kalman–Bucy filter using contraction theory (Q2798514) (← links)
- New minimum sigma set for unscented filtering (Q2804455) (← links)
- Event-based distributed set-membership filtering for a class of time-varying non-linear systems over sensor networks with saturation effects (Q2817108) (← links)
- A chaotic communication system of improved performance based on the Derivative-free nonlinear Kalman filter (Q2822262) (← links)
- Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering (Q2833532) (← links)
- Estimation of parameters in the state space model of stochastic RL electrical circuit (Q2842752) (← links)
- Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems (Q3008426) (← links)
- Discrete-Time Estimation of Nonlinear Continuous-Time Stochastic Systems (Q3133936) (← links)
- On Stability of a Class of Filters for Nonlinear Stochastic Systems (Q3300840) (← links)
- Parametric Identification Based on the Adaptive Unscented Kalman Filter (Q3387333) (← links)
- <i>H</i><sub>∞</sub>filtering for discrete-time systems subject to stochastic missing measurements: a decomposition approach (Q5167989) (← links)
- Continuous‐discrete filters for bearings‐only underwater target tracking problems (Q5215214) (← links)
- Adaptive output regulation for offshore managed pressure drilling (Q5348654) (← links)
