Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering

This paper presents two square-root accurate continuous–discrete extended Kalman filters designed for estimating stiff continuous-time stochastic models. These methods are grounded in the nested implicit Runge–Kutta formulas of orders 4 and 6. The implemented automatic local and global error control...

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Veröffentlicht in:	Mathematics and computers in simulation Jg. 142; S. 62 - 81
Hauptverfasser:	Kulikov, G.Yu, Kulikova, M.V.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.12.2017
Schlagworte:	Moment differential equations Stiff continuous-time stochastic system Stiff MDE solver with automatic local and global error controls Stochastic Oregonator reaction model Moment differential equations Stochastic Oregonator reaction model Stiff continuous-time stochastic system Stiff MDE solver with automatic local and global error controls
ISSN:	0378-4754, 1872-7166
Online-Zugang:	Volltext
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