The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems (Q2517193)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems |
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The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems (English)
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17 August 2015
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continuous-discrete stochastic state-space model
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extended Kalman filter
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moment differential equations
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adaptive MDE solver
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local and global error controls
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numerical examples
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nonlinear filtering
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stochastic dynamic system
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