SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
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Publication:2203044
DOI10.1016/j.automatica.2020.109110zbMath1448.93328OpenAlexW3039287480MaRDI QIDQ2203044
Publication date: 1 October 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2020.109110
Related Items (5)
Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods ⋮ Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems ⋮ Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed ⋮ Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter ⋮ MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods
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