Extended Kalman filters using explicit and derivative-free local linearizations

DOI10.1016/j.apm.2008.07.019zbMath1205.93150OpenAlexW2058753554WikidataQ60585178 ScholiaQ60585178MaRDI QIDQ965631

B. E. Eshmatov

Publication date: 24 April 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2008.07.019

zbMATH Keywords

extended Kalman filtersstate and parameter estimationsexplicit and derivative-free local linearizations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Linearizations (93B18) Identification in stochastic control theory (93E12)

Related Items (2)

A partially linearized sigma point filter for latent state estimation in nonlinear time series models ⋮ BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling

Cites Work

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