most citedSVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements

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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…