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math.NA2024★ 20 cited
Continuous-discrete derivative-free extended Kalman filter based on Euler-Maruyama and Itô-Taylor discretizations: Conventional and square-root implementations
Maria V. Kulikova, Gennady Yu. Kulikov
In this paper, we continue to study the derivative-free extended Kalman filtering (DF-EKF) framework for state estimation of continuous-discrete nonlinear stochastic systems. Havin…
math.NA2023★ 26 cited
Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods
Maria Kulikova, Gennady Kulikov
This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-b…