scientific article; zbMATH DE number 1208113

zbMath0915.93061MaRDI QIDQ4212945

U. Jin Choi, Myoungho Oh

Publication date: 6 July 1999

Full work available at URL: https://eudml.org/doc/28041

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

zbMATH Keywords

extended Kalman filterKalman filtersmodified Newton methodsystem nonlinearitiesdamped modified iterated Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Principles and procedures of numerical analysis
• A central limit theorem for stationary processes and the parameter estimation of linear processes
• Error estimate for the modified Newton method with applications to the solution of nonlinear, two-point boundary-value problems
• Estimation, control, and the discrete Kalman filter
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• The iterated Kalman filter update as a Gauss-Newton method

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