A finite-difference method for linearization in nonlinear estimation algorithms

DOI10.4173/MIC.1998.3.2zbMath0919.93019OpenAlexW2022536466MaRDI QIDQ4221262

Tor Steinar Schei

Publication date: 3 January 1999

Published in: Modeling, Identification and Control: A Norwegian Research Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4173/mic.1998.3.2

zbMATH Keywords

extended Kalman filterfinite-difference approximationcovariance matricesestimation algorithmsJacobian linearizationsquare root factorizations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linearizations (93B18) Finite difference and finite volume methods for ordinary differential equations (65L12)

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