NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
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Publication:2010245
DOI10.1016/j.apnum.2019.08.021OpenAlexW2970759199WikidataQ127312780 ScholiaQ127312780MaRDI QIDQ2010245
Publication date: 27 November 2019
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2019.08.021
continuous-discrete stochastic systemsquare-root unscented Kalman filterGauss-type nested implicit Runge-Kutta formula with local and global error controlssigma point differential equationsstochastic radar tracking model
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