A Higher-Order Extended Cubature Kalman Filter Method Using the Statistical Characteristics of the Rounding Error of the System Model
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- Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Freddy O. López Quintero & Abel Valdebenito, 2019. "A skew-normal dynamic linear model and Bayesian forecasting," Computational Statistics, Springer, vol. 34(3), pages 1055-1085, September.
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Keywords
cubature Kalman filtering; rounding error; estimation accuracy;All these keywords.
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