Nonlinear state estimation, indistinguishable states, and the extended Kalman filter

DOI10.1016/S0167-2789(03)00180-5zbMath1036.37034MaRDI QIDQ1404838

Kevin Judd

Publication date: 24 August 2003

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

state estimationextended Kalman filterforecastingnonlinear dynamical systemsnonlinear noise reductiongradient descent filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Dynamical systems in control (37N35) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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