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Stochastic integration filter with improved state estimate mean-square error computation. (English) Zbl 1427.93245

Madani, Kurosh (ed.) et al., Informatics in control, automation and robotics. 13th international conference, ICINCO 2016, Lisbon, Portugal, July 29–31, 2016. Selected, extended and revised papers. Cham: Springer. Lect. Notes Electr. Eng. 430, 423-439 (2018).
MSC:  93E11 93E10 93C10
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Software