Ou, Lu; Hunter, Michael D.; Lu, Zhaohua; Stifter, Cynthia A.; Chow, Sy-Miin Estimation of nonlinear mixed-effects continuous-time models using the continuous-discrete extended Kalman filter. (English) Zbl 1529.62084 Br. J. Math. Stat. Psychol. 76, No. 3, 462-490 (2023). MSC: 62P15 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Swati Continuous discrete cubature quadrature Kalman filter. (English) Zbl 07886985 Asian J. Control 24, No. 1, 483-493 (2022). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chernikova, Oksana Sergeevna; Grechkoseev, Aleksandr Kuz’mich; Danchenko, Ivan Gennad’evich Two-stage parametric identification procedure for a satellite motion model based on adaptive unscented Kalman filters. (English) Zbl 1510.93313 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 15, No. 4, 32-43 (2022). MSC: 93E11 93E03 93C40 70M20 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Chen, Xiuqiong; Luo, Xue; Shi, Ji; Yau, Stephen S.-T. General convergence result for continuous-discrete feedback particle filter. (English) Zbl 1502.93012 Int. J. Control 95, No. 11, 2972-2986 (2022). MSC: 93E11 93B52 × Cite Format Result Cite Review PDF Full Text: DOI
Chubich, V. M.; Kulabukhova, S. O. Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems. (Russian. English summary) Zbl 1511.93127 Sib. Zh. Ind. Mat. 24, No. 3, 138-149 (2021); translation in J. Appl. Ind. Math. 15, No. 3, 384-392 (2021). MSC: 93E12 93E11 93C10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Zhao, Zheng; Karvonen, Toni; Hostettler, Roland; Särkkä, Simo Taylor moment expansion for continuous-discrete Gaussian filtering. (English) Zbl 1471.93269 IEEE Trans. Autom. Control 66, No. 9, 4460-4467 (2021). MSC: 93E11 60H10 41A58 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kulikov, Gennady Yurievich; Kulikova, Maria Vyacheslavovna Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems. (English) Zbl 1466.93166 Eur. J. Control 59, 58-68 (2021). MSC: 93E11 93E10 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikova, M. V.; Kulikov, G. Yu. MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods. (English) Zbl 1466.93165 Eur. J. Control 59, 1-12 (2021). MSC: 93E11 93-10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kulikov, G. Yu.; Kulikova, M. V. Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems. (English) Zbl 1458.93251 Eur. J. Control 58, 101-113 (2021). MSC: 93E11 93C55 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, G. Yu.; Kulikova, M. V. Hyperbolic-singular-value-decomposition-based square-root accurate continuous-discrete extended-unscented Kalman filters for estimating continuous-time stochastic models with discrete measurements. (English) Zbl 1465.93213 Int. J. Robust Nonlinear Control 30, No. 5, 2033-2058 (2020). MSC: 93E11 93C15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Chubich, Vladimir Mikhaĭlovich; Chernikova, Oksana Sergeevna Parametric identification based on the adaptive unscented Kalman filter. (English) Zbl 1455.93201 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 13, No. 2, 121-129 (2020). MSC: 93E12 93E11 93C55 93C10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Feddaoui, Aïda; Boizot, Nicolas; Busvelle, Eric; Hugel, Vincent High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements. (English) Zbl 1453.93232 Int. J. Control 93, No. 8, 2001-2014 (2020). MSC: 93E11 93C57 93C10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jimenez, Juan Carlos Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms. (English) Zbl 1475.93112 IMA J. Math. Control Inf. 36, No. 2, 341-378 (2019). MSC: 93E11 93E12 93B18 93C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Radhakrishnan, Rahul; Bhaumik, Shovan; Tomar, Nutan Kumar Continuous-discrete filters for bearings-only underwater target tracking problems. (English) Zbl 1432.93352 Asian J. Control 21, No. 4, 1576-1586 (2019). MSC: 93E11 93C10 93C15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, G. Yu.; Kulikova, M. V. Numerical robustness of extended Kalman filtering based state estimation in ill-conditioned continuous-discrete nonlinear stochastic chemical systems. (English) Zbl 1410.93123 Int. J. Robust Nonlinear Control 29, No. 5, 1377-1395 (2019). MSC: 93E11 93E10 93B35 93C10 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Jinling; Wang, Jinling; Huang, Tingwen \(l_1\) filtering for continuous-discrete T-S fuzzy positive Roesser model. (English) Zbl 1398.93336 J. Franklin Inst. 355, No. 15, 7281-7305 (2018). MSC: 93E11 93C42 93B36 93C55 93D20 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, Gennady Yu.; Kulikova, Maria V. Practical implementation of extended Kalman filtering in chemical systems with sparse measurements. (English) Zbl 06858144 Russ. J. Numer. Anal. Math. Model. 33, No. 1, 41-53 (2018). MSC: 65-XX 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikova, M. V.; Kulikov, G. Yu. NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models. (English) Zbl 1378.65143 J. Comput. Appl. Math. 316, 260-270 (2017). MSC: 65L05 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, Gennady Yu.; Kulikova, Maria V. The continuous-discrete extended Kalman filter revisited. (English) Zbl 1362.93154 Russ. J. Numer. Anal. Math. Model. 32, No. 1, 27-38 (2017). MSC: 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Rudenko, E. A. Optimal continuous-discrete nonlinear finite memory filter with discrete predictions. (Optimal continuous-discrete nonlinear finite memory filter with a discrete predictions.) (English. Russian original) Zbl 1383.93089 J. Comput. Syst. Sci. Int. 55, No. 6, 878-893 (2016); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2016, No. 6, 38-52 (2016). MSC: 93E11 93E10 60H10 93C10 35Q84 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, G. Yu.; Kulikova, M. V. Estimating the state in stiff continuous-time stochastic systems within extended Kalman filtering. (English) Zbl 1353.65009 SIAM J. Sci. Comput. 38, No. 6, A3565-A3588 (2016). MSC: 65C30 93E11 60H10 60H35 65L04 65L06 65L70 34F05 × Cite Format Result Cite Review PDF Full Text: DOI
Boizot, Nicolas; Busvelle, Eric On the stability of a differential Riccati equation for continuous-discrete observers. (English) Zbl 1332.93360 Int. J. Control 89, No. 2, 322-336 (2016). MSC: 93E15 93E11 93C15 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, Gennady Yu.; Kulikova, Maria V. High-order accurate continuous-discrete extended Kalman filter for chemical engineering. (English) Zbl 1403.93184 Eur. J. Control 21, 14-26 (2015). MSC: 93E11 93E10 65L06 93C15 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikov, Gennady Yu.; Kulikova, Maria V. The accurate continuous-discrete extended Kalman filter for continuous-time stochastic systems. (English) Zbl 1321.65012 Russ. J. Numer. Anal. Math. Model. 30, No. 4, 239-249 (2015). MSC: 65C30 60H10 60H35 34F05 93E11 37H10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Sang-Chul; Ahn, Hyo-Sung \(\mathcal H_\infty\) filtering for time-invariant continuous-discrete linear systems. (English) Zbl 1395.93246 J. Franklin Inst. 351, No. 3, 1316-1334 (2014). MSC: 93C05 93C30 93B36 93B05 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Kulikova, M. V.; Kulikov, G. Yu. Adaptive ODE solvers in extended Kalman filtering algorithms. (English) Zbl 1301.65062 J. Comput. Appl. Math. 262, 205-216 (2014). MSC: 65L05 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Xia, Yuanqing; Deng, Zhihong; Li, Li; Geng, Xiumei A new continuous-discrete particle filter for continuous-discrete nonlinear systems. (English) Zbl 1320.93083 Inf. Sci. 242, 64-75 (2013). MSC: 93E11 93E10 93C30 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Grothe, Oliver A higher order correlation unscented Kalman filter. (English) Zbl 1287.93093 Appl. Math. Comput. 219, No. 17, 9033-9042 (2013). MSC: 93E11 93E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mazzoni, Thomas Fast continuous-discrete DAF-filters. (English) Zbl 1300.62095 J. Time Ser. Anal. 33, No. 2, 193-210 (2012). MSC: 62M20 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Singer, Hermann Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms. (English) Zbl 1325.62180 AStA, Adv. Stat. Anal. 95, No. 4, 375-413 (2011). MSC: 62M40 62M20 60G35 60H10 62F15 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Singer, Hermann Generalized Gauss-Hermite filtering. (English) Zbl 1477.62263 AStA, Adv. Stat. Anal. 92, No. 2, 179-195 (2008). MSC: 62M20 60Hxx 62-08 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Särkkä, Simo; Sottinen, Tommi Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems. (English) Zbl 1330.93230 Bayesian Anal. 3, No. 3, 555-584 (2008). MSC: 93E11 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Shin, Vladimir; Kim, Du Yong; Shevlyakov, Georgy; Kim, Kiseon A low-complexity suboptimal filter for continuous-discrete linear systems with parametric uncertainties. (English) Zbl 1186.94312 Signal Process. 87, No. 10, 2392-2406 (2007). MSC: 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Daming; Makis, Villiam Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations. (English) Zbl 1081.62088 Adv. Appl. Probab. 36, No. 4, 1212-1230 (2004). Reviewer: Georgi Boshnakov (Manchester) MSC: 62N05 62M20 60J20 60K10 60G35 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Y.; Oh, M.; Shin, V. I. Adaptive nonlinear continuous-discrete filtering. (English) Zbl 1029.65009 Appl. Numer. Math. 47, No. 1, 45-56 (2003). MSC: 65C30 65K10 93E03 93E11 60H10 60H35 93E24 × Cite Format Result Cite Review PDF Full Text: DOI
Singer, Hermann Nonlinear continuous-discrete filtering using kernel density estimates and functional integrals. (English) Zbl 1024.62039 J. Math. Sociol. 27, No. 1, 1-28 (2003). Reviewer: Henri Schurz (Carbondale) MSC: 62M20 60G35 65C60 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Daming; Makis, Viliam Recursive filters for a partially observable system subject to random failure. (English) Zbl 1036.60079 Adv. Appl. Probab. 35, No. 1, 207-227 (2003). Reviewer: Wolfgang Stadje (Osnabrück) MSC: 60K10 60G35 90B25 × Cite Format Result Cite Review PDF Full Text: DOI
Jimenez, J. C.; Ozaki, T. Linear estimation of continuous-discrete linear state space models with multiplicative noise. (English) Zbl 1003.93046 Syst. Control Lett. 47, No. 2, 91-101 (2002). MSC: 93E10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Oh, M.; Lee, Y.; Azarov, S. V.; Shin, V. I. Suboptimal continuous-discrete filtering based on decomposition of observations. (English) Zbl 0990.93128 Comput. Math. Appl. 42, No. 1-2, 189-197 (2001). Reviewer: T.Riismaa (Tallinn) MSC: 93E11 93A14 65Y05 × Cite Format Result Cite Review PDF Full Text: DOI
Shi, Peng Robust Kalman filtering for continuous-time systems with discrete-time measurements. (English) Zbl 0936.93048 IMA J. Math. Control Inf. 16, No. 3, 221-232 (1999). Reviewer: G.Di Masi (Padova) MSC: 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Kannan, D.; Rushton, J. Nelson; Zhang, Qing Finite dimensional exact filters for linear systems in mixed time. I: Filters. (English) Zbl 0910.93073 Dyn. Syst. Appl. 7, No. 2, 145-163 (1998). Reviewer: G.Di Masi (Padova) MSC: 93E11 × Cite Format Result Cite Review PDF
Dyomin, N. S.; Mikhaylyuk, V. V. Filtering in stochastic dynamical systems when there is anomalous noise in the observation channel. II: Systems with a continuous-discrete observation channel. (English. Russian original) Zbl 0867.93078 J. Comput. Syst. Sci. Int. 34, No. 1, 14-25 (1996); translation from Izv. Ross. Akad. Nauk, Tekh. Kibern. 1994, No. 6, 46-57 (1994). Reviewer: A.Irle (Kiel) MSC: 93E11 × Cite Format Result Cite Review PDF
Kazakevich, V. V.; Shcherbina, Yu. V. Design of extremal systems that are stable under any polynomial drift. (English. Russian original) Zbl 0611.93063 Autom. Remote Control 46, 1250-1256 (1985); translation from Avtom. Telemekh. 1985, No. 10, 56-62 (1985). Reviewer: K.Aida-Zade MSC: 93E15 60G35 93C55 × Cite Format Result Cite Review PDF