scientific article

zbMath1348.93255MaRDI QIDQ2831985

M. V. Kulikova, G. Yu. Kulikov

Publication date: 4 November 2016

Full work available at URL: http://www.ict.nsc.ru/jct/t21n4/annotation/1744?l=eng

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

extended Kalman filtercubature Kalman filterunscented Kalman filterItô-type stochastic differential equations with discrete measurementsoptimal estimate of the state vector of stochastic system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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