Hyperbolic‐singular‐value‐decomposition‐based square‐root accurate continuous‐discrete extended‐unscented Kalman filters for estimating continuous‐time stochastic models with discrete measurements

DOI10.1002/rnc.4862zbMath1465.93213OpenAlexW2997102033WikidataQ126423826 ScholiaQ126423826MaRDI QIDQ4990420

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Publication date: 28 May 2021

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.4862

zbMATH Keywords

continuous-discrete stochastic system Itô-type stochastic differential equation square-root implementation accurate continuous-discrete extended-unscented Kalman filter ill-conditioned measurements ordinary and hyperbolic SVD radar tracking scenario

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by ordinary differential equations (93C15)

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