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NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements

Kulikov, Gennady Yu; Kulikova, Maria

Applied Numerical Mathematics, 147 (2020), 196-221
https://doi.org/10.1016/j.apnum.2019.08.021