New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations

DOI10.1007/978-3-540-72699-9_29zbMath1220.93072OpenAlexW168936281MaRDI QIDQ5198753

Morten Rode Kristensen, Henrik Madsen, John Bagterp Jørgensen, Per Grove Thomsen

Publication date: 9 August 2011

Published in: Assessment and Future Directions of Nonlinear Model Predictive Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-72699-9_29

zbMATH Keywords

state estimationnonlinear predictive controlstochastic differential algebraic equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

This page was built for publication: New Extended Kalman Filter Algorithms for Stochastic Differential Algebraic Equations