Login / Signup

Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering.

Gennady Y. KulikovMaria V. Kulikova
Published in: SIAM J. Sci. Comput. (2016)
Keyphrases
  • kalman filtering
  • stochastic systems
  • kalman filter
  • state space
  • markov chain
  • particle filtering
  • sample path