A stochastic analysis of a modified gain extended Kalman filter with applications to estimation with bearings only measurements

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15)

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