Continuous–discrete derivative-free extended Kalman filter based on Euler–Maruyama and Itô–Taylor discretizations: Conventional and square-root implementations

2024/01/30 by Maria V. Kulikova, Gennady Yu. Kulikov
Computer Science · Engineering · #Distributed Sensor Networks and Detection Algorithms #Inertial Sensor and Navigation #Target Tracking and Data Fusion in Sensor Networks

paper · doi:10.1016/j.ejcon.2024.100960

openalex publication_date 2024/01/30 · openalex created_date 2024/01/31 · openalex updated_date 2026/07/28

Citations

• Extension of square-root filtering to include process noise
• Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature
• Cubature Kalman Filters
• Gaussian filters for nonlinear filtering problems
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Unscented Filtering and Nonlinear Estimation
• A New Continuous Discrete Unscented Kalman Filter