SVD-based factored-form Cubature Kalman Filtering for continuous-time stochastic systems with discrete measurements

Kulikova, MV; Kulikov, GY

Kulikova, MV (corresponding author), Univ Lisbon, Inst Super Tecn, CEMAT, Av Rovisco Pais 1, P-1049001 Lisbon, Portugal.

AUTOMATICA, 2020; 120 ():

Abstract

In this paper, a singular value decomposition (SVD) approach is developed for implementing the cubature Kalman filter. The discussed estimator is one ......

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