On a nonlinear Kalman filter with simplified divided difference approximation

DOI10.1016/j.physd.2011.12.003zbMath1244.93160OpenAlexW1964660219MaRDI QIDQ429215

J. Herrera, H. S. Yoon

Publication date: 26 June 2012

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2011.12.003

zbMATH Keywords

data assimilationensemble Kalman filterdivided difference approximation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Support vector regression-based adaptive divided difference filter for nonlinear state estimation problems

Uses Software

• EnKF

Cites Work

• Unnamed Item
• Scaled unscented transform Gaussian sum filter: theory and application
• Ensemble Kalman filter with the unscented transform
• Measuring the strangeness of strange attractors
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Gaussian filters for nonlinear filtering problems
• New developments in state estimation for nonlinear systems