High-order accurate continuous-discrete extended Kalman filter for chemical engineering

DOI10.1016/J.EJCON.2014.11.003zbMath1403.93184OpenAlexW2012853319MaRDI QIDQ1662973

Y. Aharonov

Publication date: 21 August 2018

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2014.11.003

zbMATH Keywords

extended Kalman filtermoment differential equationsadaptive ODE solverautomatic local and global error controlcontinuous-discrete model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (12)

Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements ⋮ The continuous-discrete extended Kalman filter revisited ⋮ NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models ⋮ New third- and fourth-order singly diagonally implicit two-step peer triples with local and global error controls for solving stiff ordinary differential equations ⋮ Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise ⋮ Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations ⋮ Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ Practical implementation of extended Kalman filtering in chemical systems with sparse measurements ⋮ NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements ⋮ Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering ⋮ A Singly Diagonally Implicit Two-Step Peer Triple with Global Error Control for Stiff Ordinary Differential Equations ⋮ Efficient extended cubature Kalman filtering for nonlinear target tracking

Uses Software

• RODAS

Cites Work

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