Kalman Filtering for Linear Stochastic Modeling Tasks
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-61371-5_3
Reference107 articles.
1. Aggoun, L., Elliot, R.J.: Measure Theory and Filtering: Introduction and Applications. Cambridge University Press, Cambridge, U.K. (2005)
2. Akhbari, M., Shamsollahi, M.B., Jutten, C., Armoundas, A.A., Sayadi, O.: ECG denoising and fiducial point extraction using an extended Kalman filtering framework with linear and nonlinear phase observations. Physiol. Meas. 37(2), 203–226 (2016)
3. Anderson, B.D.O., Moore, J.B.: Optimal Filtering. Prentice Hall, Englewood Cliffs, New Jersey (1979)
4. Andrews, A.: A square root formulation of the Kalman covariance equations. AIAA J. 6(6), 1165–1166 (1968)
5. 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)
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