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Derivation of explicit expressions for the error terms in the ordinary and the modified Romberg algorithms

✍ Scribed by T. Håvie

Book ID
112655314
Publisher
Springer Netherlands
Year
1969
Tongue
English
Weight
556 KB
Volume
9
Category
Article
ISSN
0006-3835

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The application of matrix differential calculus for the derivation of simplified expressions in approximate non-linear filtering algorithms
✍ C. Bohn; H. Unbehauen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 119 KB

It is shown how matrix di!erential calculus can be used to obtain simpli"ed expressions for higher-order terms that appear in standard approximate non-linear "ltering algorithms such as the "rst-order bias-corrected "lter, the truncated second-order "lter, and the modi"ed Gaussian second-order "lter