On computational robustness of accurate continuous-discrete unscented Kalman filtering for target tracking models

This paper presents a variable-stepsize unscented Kalman filter for treating continuous-time stochastic models in radar tracking, numerically. Our method is grounded in the Gauss-type nested implicit Runge-Kutta formula of order 6 applied for solving moment differential equations (MDEs). The built-i...

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Bibliographic Details

Published in:	2016 European Control Conference (ECC) pp. 1129 - 1134
Main Authors:	Kulikova, Maria V., Kulikov, Gennady Yu
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.06.2016
Subjects:	Covariance matrices Differential equations Kalman filters Mathematical model State estimation Stochastic processes Target tracking
Online Access:	Get full text
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