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...

Full description

Bibliographic Details

Published in:	Mathematics and computers in simulation Vol. 142; pp. 62 - 81
Main Authors:	Kulikov, G.Yu, Kulikova, M.V.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.12.2017
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!