Numerical methods for nonlinear filtering of signals and measurements (Q2831985)
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scientific article; zbMATH DE number 6647865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for nonlinear filtering of signals and measurements |
scientific article; zbMATH DE number 6647865 |
Statements
4 November 2016
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Itô-type stochastic differential equations with discrete measurements
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optimal estimate of the state vector of stochastic system
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extended Kalman filter
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unscented Kalman filter
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cubature Kalman filter
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Numerical methods for nonlinear filtering of signals and measurements (English)
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