The application of matrix differential calculus for the derivation of simplified expressions in approximate nonlinear filtering algorithms

DOI10.1016/S0005-1098(00)00069-8zbMath0989.93035MaRDI QIDQ5926289

No author found.

Publication date: 5 August 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

extended Kalman filtersnonlinear filtersmatrix methodsstate estimation

Mathematics Subject Classification ID

Related Items (1)

Stochastic calibration of local constitutive models through measurements at the macroscale in heterogeneous media

Cites Work

• Unnamed Item
• Stochastic models, estimation, and control. Vol. 2,3
• Stochastic models, estimation, and control. Vol. 1
• Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
• Stochastic processes and filtering theory
• Exact finite-dimensional nonlinear filters
• Matrix Calculus Operations and Taylor Expansions

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