Continuous–discrete derivative-free extended Kalman filter based on Euler–Maruyama and Itô–Taylor discretizations: Conventional and square-root implementations
Maria V. Kulikova, Gennady Yu. Kulikov
Topics & Concepts
Extended Kalman filterMathematicsNonlinear systemControl theory (sociology)Square rootApplied mathematicsKalman filterComputer scienceQuantum mechanicsPhysicsStatisticsControl (management)GeometryArtificial intelligenceTarget Tracking and Data Fusion in Sensor NetworksDistributed Sensor Networks and Detection AlgorithmsInertial Sensor and Navigation