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Computational aspects of continuous–discrete extended Kalman-filtering

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  • Thomas Mazzoni

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  • Thomas Mazzoni, 2008. "Computational aspects of continuous–discrete extended Kalman-filtering," Computational Statistics, Springer, vol. 23(4), pages 519-539, October.
    • Handle: RePEc:spr:compst:v:23:y:2008:i:4:p:519-539
    DOI: 10.1007/s00180-007-0094-4
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    References listed on IDEAS

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    1. Vasicek, Oldrich, 1977. "An equilibrium characterization of the term structure," Journal of Financial Economics, Elsevier, vol. 5(2), pages 177-188, November.
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    Cited by:

    1. Yasser Diab & Francois Auger & Emmanuel Schaeffer & Stéphane Chevalier & Adib Allahham, 2022. "Real-Time Estimation of PEMFC Parameters Using a Continuous-Discrete Extended Kalman Filter Derived from a Pseudo Two-Dimensional Model," Energies, MDPI, vol. 15(7), pages 1-23, March.
    2. Kulikov, G.Yu. & Kulikova, M.V., 2017. "Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 142(C), pages 62-81.

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