Title of article :
A finite-difference method for linearization in nonlinear estimation algorithms
Author/Authors :
Tor Steinar Schei، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Pages :
6
From page :
2053
To page :
2058
Keywords :
Estimation algorithms , Covariance matrices , Extended Kalman filters , factorizationmethods , Jacobian matrices , Nonlinear filters , Recursive estimation , State Estimation. , linearization , parameter estimation
Journal title :
Automatica
Serial Year :
1997
Journal title :
Automatica
Record number :
368490
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=368490
