Computational aspects of continuous-discrete extended Kalman-filtering
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Publication:626232
DOI10.1007/s00180-007-0094-4zbMath1224.62083OpenAlexW2171322001MaRDI QIDQ626232
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0094-4
A-stabilityGauss-Legendre approximationnonlinear extended continuous-discrete Kalman-Schmidt filterTaylor-Heun scheme
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20)
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