Accurate continuous-discrete extended Kalman filtering for stiff continuous-time stochastic models in chemical engineering

This paper presents two accurate continuous-discrete extended Kalman filters designed for estimating stiff continuous-time stochastic models in chemical engineering. These methods are grounded in the Gauss-type nested implicit Runge-Kutta formulas of orders 4 and 6, which are applied for treating mo...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	2016 European Control Conference (ECC) S. 1728 - 1733
Hauptverfasser:	Kulikov, Gennady Yu, Kulikova, Maria V.
Format:	Tagungsbericht
Sprache:	Englisch
Veröffentlicht:	IEEE 01.06.2016
Schlagworte:	Chemicals Kalman filters Mathematical model Numerical models State estimation Stochastic processes Time measurement
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!