Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements (Q338544)
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scientific article; zbMATH DE number 6648173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements |
scientific article; zbMATH DE number 6648173 |
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Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements (English)
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7 November 2016
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continuous-discrete stochastic system
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cubature Kalman filter
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extended Kalman filter
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moment differential equations
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Gauss-type NIRK
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Mazzoni's hybrid method
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adaptive MDE solver with local and global error controls
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stochastic continuous-time target tracking model
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