SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements
Maria V. Kulikova, Gennady Yu. Kulikov
Topics & Concepts
MathematicsKalman filterEstimatorSingular value decompositionDiscretizationEnsemble Kalman filterExtended Kalman filterApplied mathematicsAlgorithmFilter (signal processing)Control theory (sociology)Mathematical optimizationComputer scienceStatisticsArtificial intelligenceControl (management)Mathematical analysisComputer visionTarget Tracking and Data Fusion in Sensor NetworksInertial Sensor and NavigationGNSS positioning and interference