Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
Author:
Funder
Fundação para a Ciência e a Tecnologia
Publisher
Elsevier BV
Subject
General Engineering
Reference55 articles.
1. A square root formulation of the Kalman covariance equations;Andrews;AIAA J.,1968
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4. Cubature Kalman filtering for continuous-discrete systems: theory and simulations;Arasaratnam;IEEE Trans. Signal Process.,2010
5. Estimation with Applications to Tracking and Navigation;Bar-Shalom,2001
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