Square-root Kalman-like filters for estimation of stiff continuous-time stochastic systems with ill-conditioned measurements
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DOI: 10.1049/iet-cta.2016.1381
Abstract: This study addresses the performance of the extended and extended-cubature Kalman filters for state estimation of ill-conditioned stiff continuous-discrete stochastic systems. Stiff models arise naturally in practise as, for instance, the Van der Pol oscillator… read more here.
Keywords: stiff continuous; conditioned measurements; ill conditioned; square root ... See more keywords