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
Gennady Yu. Kulikov, Maria V. Kulikova
Topics & Concepts
MathematicsKalman filterCovarianceSquare rootEstimatorControl theory (sociology)Root mean squareSingular value decompositionNonlinear systemApplied mathematicsCovariance intersectionMean squared errorExtended Kalman filterAlgorithmComputer scienceStatisticsEngineeringGeometryQuantum mechanicsArtificial intelligenceControl (management)Electrical engineeringPhysicsTarget Tracking and Data Fusion in Sensor NetworksInertial Sensor and NavigationGNSS positioning and interference