Unscented Kalman Filtering for Nonlinear Continuous–Discrete Stochastic Systems
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-61371-5_5
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4. Arasaratnam, I., Haykin, S., Hurd, T.R.: Cubature Kalman filtering for continuous-discrete systems: theory and simulations. IEEE Trans. Signal Process. 58(10), 4977–4993 (2010)
5. Björck, A.: Numerical Methods in Matrix Computations. Springer, Cham (2015)
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