NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
type: Item
instance of: scholarly article
title: NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
author: Yanyan Li
published in: Applied Numerical Mathematics
publication date: 2019-11-27T00:00:00Z
Mathematics Subject Classification ID: 65Cxx
zbMATH DE Number: 7137370
zbMATH Keywords: continuous-discrete stochastic system
zbMATH Keywords: square-root unscented Kalman filter
zbMATH Keywords: sigma point differential equations
zbMATH Keywords: Gauss-type nested implicit Runge-Kutta formula with local and global error controls
zbMATH Keywords: stochastic radar tracking model
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.apnum.2019.08.021
OpenAlex ID: W2970759199
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NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Wikidata QID)
Wikidata QID: Q127312780

NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (DOI)
DOI: 10.1016/J.APNUM.2019.08.021