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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Vydané v:	2016 European Control Conference (ECC) s. 1129 - 1134
Hlavní autori:	Kulikova, Maria V., Kulikov, Gennady Yu
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.06.2016
Predmet:	Covariance matrices Differential equations Kalman filters Mathematical model State estimation Stochastic processes Target tracking
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