Second order state and covariance estimation for nonlinear stochastic systems

Mathematics

• Covariance Estimation 100%
• Nonlinear Stochastic Systems 92%
• State Estimation 90%
• Kalman Filter 86%
• Parameter Estimation 63%
• Extended Kalman Filter 51%
• Drift-diffusion 47%
• Linear Stochastic Systems 45%
• Systems Analysis 41%
• Stochastic Analysis 40%
• Stochastic Differential Equations 30%
• Nonlinear Systems 27%
• Interpolate 27%
• Observation 22%
• Polynomial 18%

Engineering & Materials Science

• Stochastic systems 83%
• State estimation 70%
• Parameter estimation 64%
• Kalman filters 64%
• Extended Kalman filters 36%
• Differential equations 31%
• Nonlinear systems 29%
• Interpolation 29%
• Polynomials 27%
• Systems analysis 26%