Art

J-GLOBAL ID：201302298419430610   Reference number：13A1865239

A NUMERICAL METHOD FOR CONTINUOUS-DISCRETE UNSCENTED KALMAN FILTER

連続離散無香料Kalmanフィルタのための数値解法

Author (2)： TAKENO Michiaki (Doshisha Univ., Kyotanabe, JPN) ,  KATAYAMA Tohru (Doshisha Univ., Kyotanabe, JPN)
Material： International Journal of Innovative Computing, Information and Control  (IJICIC)
Volume： 8  Issue： 3(B)  Page： 2261-2274  Publication year： Mar. 2012 
JST Material Number： F1199A  ISSN： 1349-4198  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *Kalman filter ,  *numerical solution ,  model ,  algorithm ,  differential equation ,  vector(mathematics) ,  matrix(mathematics)
Semi thesaurus term： covariance matrix ,  state vector ,  nonlinear model ,  *unscented Kalman filter

JST classification (1)： Numerical computation  (JE02000J)

Reference (25)：

• B. D. O. Anderson and J. B. Moore, Optimal Filtering, Prentice-Hall, 1979.
• S. I. Aihara, A. Bagchi and S. Saha, On parameter estimation of stochastic volatility models from stock data using particle filter - Application to AEX index -, International Journal Innovative Computing, Information and Control, vol.5, no.1, pp.17-27, 2009.
• M. Basin, J. Perez and D. Carderon-Alvarez, Optimal filtering for linear system over polynomial observations, International Journal Innovative Computing, Information and Control, vol.4, no.2, pp.313-320, 2008.
• F. E. Daum, Nonlinear filters: Beyond the Kalman filter, IEEE Trans. Aerospace & Electronics Magazine, vol.20, no.8, pp.57-69, 2005.
• A. Doucet, N. de Freitas and N. Gordon, Sequential Monte Carlo Methods in Practice, Springer, 2001.

Terms in the title (2)： 無香料Kalmanフィルタ ,  数値解法