On the convergence rate of the unscented transformation

DOI10.1007/s10463-013-0397-xzbMath1280.62115OpenAlexW1971528040MaRDI QIDQ380016

Kwang Woo Ahn, Kung-Sik Chan

Publication date: 11 November 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0397-x

zbMATH Keywords

Monte Carlononlinear transformationslinear approximations

Mathematics Subject Classification ID

Related Items (1)

Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter

Cites Work

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• Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
• Moments and cumulants of the multivariate normal distribution
• The Gibbs Phenomenon for Piecewise-Linear Approximation

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