Numerical robustness of extended Kalman filtering based state estimation in ill‐conditioned continuous‐discrete nonlinear stochastic chemical systems

DOI10.1002/rnc.4440zbMath1410.93123OpenAlexW2906340035WikidataQ125131085 ScholiaQ125131085MaRDI QIDQ4629438

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Publication date: 27 March 2019

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.4440

zbMATH Keywords

round-off error numerical robustness batch and continuously stirred tank reactors extended Kalman filtering methods ill-conditioned continuous-discrete nonlinear stochastic system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

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Uses Software

Matlab

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