Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering

Published:2016-01 Issue:6 Volume:38 Page:A3565-A3588
ISSN:1064-8275
Container-title:SIAM Journal on Scientific Computing
language:en
Short-container-title:SIAM J. Sci. Comput.

Author:

Kulikov G. Yu.,Kulikova M. V.

Funder

Faculdade de CiÃªncias e Tecnologia, Universidade Nova de Lisboa

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics

Link

http://epubs.siam.org/doi/pdf/10.1137/15M1039833

Reference35 articles.

1. Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations

2. Maximum likelihood estimation using square root information filters

3. A family of embedded Runge-Kutta formulae

4. Various Ways to Compute the Continuous-Discrete Extended Kalman Filter

Cited by 39 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Log-Euclidean metric based covariance propagation on SPD manifold for continuous–discrete extended Kalman filtering;ISA Transactions;2024-06

2. NIRK-based mixed-type accurate continuous–discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements;Journal of the Franklin Institute;2024-05

3. Continuous–discrete derivative-free extended Kalman filter based on Euler–Maruyama and Itô–Taylor discretizations: Conventional and square-root implementations;European Journal of Control;2024-03

4. Gaussian Filtering for Stiff Continuous–Discrete Stochastic Modeling Tasks;Studies in Systems, Decision and Control;2024

5. Gaussian Filtering with Deterministically Sampled Expectation and Covariance;Studies in Systems, Decision and Control;2024

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3