
NIRK-based accurate continuous-discrete extended Kalman filters for estimating continuous-time stochastic target tracking models
Keywords: 65L05; 93E11; Continuous-discrete stochastic system; Extended Kalman filter; Gauss- and Lobatto-type nested implicit Runge-Kutta formulas; Mazzoni's hybrid method; Adaptive MDE solver with local and global error controls; Continuous-time stochastic