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...

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Bibliographic Details

Published in:	2016 European Control Conference (ECC) pp. 1728 - 1733
Main Authors:	Kulikov, Gennady Yu, Kulikova, Maria V.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.06.2016
Subjects:	Chemicals Kalman filters Mathematical model Numerical models State estimation Stochastic processes Time measurement
Online Access:	Get full text
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