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Extended and unscented filtering algorithms using one-step randomly delayed observations

Author
HERMOSO-CARAZO, A1 ; LINARES-PEREZ, J1
[1] Departamento de Estadistica e 1. 0., Universidad de Granada, Campus Fuentenueva, s/n, 18071 Granada, Spain
Source

Applied mathematics and computation. 2007, Vol 190, Num 2, pp 1375-1393, 19 p ; ref : 31 ref

CODEN
AMHCBQ
ISSN
0096-3003
Scientific domain
Control theory, operational research; Computer science; Mathematics
Publisher
Elsevier, New York, NY
Publication country
United States
Document type
Article
Language
English
Author keyword
Extended Kalman filter Least squares estimation Nonlinear stochastic systems Randomly delayed observations Unscented Kalman filter
Keyword (fr)
Algorithme Algèbre linéaire numérique Analyse numérique Approximation linéaire Echantillonnage Equation linéaire Filtrage Inversion matrice Mathématiques appliquées Méthode directe Méthode moindre carré Méthode statistique Performance algorithme Problème moindre carré Simulation numérique Système discret Système linéaire Système non linéaire Système stochastique Système à retard Système équation Temps discret 14C20 65F05
Keyword (en)
Algorithm Numerical linear algebra Numerical analysis Linear approximation Sampling Linear equation Filtering Matrix inversion Applied mathematics Direct method Least squares method Statistical method Algorithm performance Least squares problem Numerical simulation Discrete system Linear system Non linear system Stochastic system Delay system Equation system Discrete time
Keyword (es)
Algoritmo Algebra lineal numérica Análisis numérico Aproximación lineal Muestreo Ecuación lineal Filtrado Inversión matriz Matemáticas aplicadas Método directo Método cuadrado menor Método estadístico Resultado algoritmo Problema minimos cuadrados Simulación numérica Sistema discreto Sistema lineal Sistema no lineal Sistema estocástico Sistema con retardo Sistema ecuación Tiempo discreto
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02C Algebra / 001A02C05 Algebraic geometry

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01E Numerical linear algebra

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18888036

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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