State Estimation for Nonlinear Continuous-Discrete Stochastic Systems

State Estimation for Nonlinear Continuous-Discrete Stochastic Systems

Numerical Aspects and Implementation Issues

Kulikov, Gennady Yu.; Kulikova, Maria V.

Springer International Publishing AG

09/2024

798

Dura

9783031613708

15 a 20 dias

Descrição não disponível.
Numerical Integration Methods for Ordinary Differential Equations.- Kalman Filtering for Linear Stochastic Modeling.- Extended Kalman Filtering for Nonlinear Stochastic Modeling.- Unscented Kalman Filtering for Nonlinear Stochastic Modeling.- Cubature Kalman Filtering for Nonlinear Stochastic Modeling.- Kalman-Like Filtering for Stiff Stochastic Modeling.
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Continous-Discrete Stochastic Systems;State-estimation Problems;Extended Kalman Filter;Cubature Kalman Filter;Unscented Kalman Filter;Moment Differential Equations;Nested Implicit Runge-Kutta Solvers;Stiff Ordinary Differential Equations;Stiff Stochastic Differential Equation;Ill-conditioned Measurement Model