{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,28]],"date-time":"2025-10-28T15:00:06Z","timestamp":1761663606775,"version":"3.37.3"},"reference-count":32,"publisher":"Walter de Gruyter GmbH","issue":"1","funder":[{"DOI":"10.13039\/501100001871","name":"Funda\u00e7\u00e3o para a Ci\u00eancia e a Tecnologia","doi-asserted-by":"publisher","award":["UID\/Multi\/04621\/2013"],"award-info":[{"award-number":["UID\/Multi\/04621\/2013"]}],"id":[{"id":"10.13039\/501100001871","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017,2,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>This paper elaborates a new approach to nonlinear filtering grounded in an accurate implementation of the continuous\u2013discrete extended Kalman filter for estimating stochastic dynamic systems. It implies that the moment differential equations for calculation of the predicted state mean and error covariance of propagated Gaussian density are solved accurately, i.e., with negligible errors. The latter allows the total error of the extended Kalman filter to be reduced significantly and results in a new accurate continuous\u2013discrete extended Kalman filtering method. In addition, this filter exploits the scaled local and global error controls to avoid any comparison of different physical units. The designed state estimator is compared numerically with continuous\u2013discrete unscented and cubature Kalman filters to expose its practical efficiency. The problem of long waiting times (i.e., infrequent measurements) arisen in chemical and other engineering is also addressed.<\/jats:p>","DOI":"10.1515\/rnam-2017-0003","type":"journal-article","created":{"date-parts":[[2017,4,25]],"date-time":"2017-04-25T07:15:06Z","timestamp":1493104506000},"page":"27-38","source":"Crossref","is-referenced-by-count":13,"title":["The continuous\u2013discrete extended Kalman filter revisited"],"prefix":"10.1515","volume":"32","author":[{"given":"Gennady Yu.","family":"Kulikov","sequence":"first","affiliation":[{"name":"CEMAT, Instituto Superior T\u00e9cnico, Universidade de Lisboa, Av. Rovisco Pais, 1049-001 Lisboa, Portugal"}]},{"given":"Maria V.","family":"Kulikova","sequence":"additional","affiliation":[{"name":"CEMAT, Instituto Superior T\u00e9cnico, Universidade de Lisboa, Av. 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