As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...

This paper develops a new algorithm for solving the general nonlinear programming problem that melds the flexible simplex search of Nelder and Mead with various additional rules to take care of ...

In this note we construct some counterexamples concerning upper semicontinuity and linear upper and lower semicontinuity of the solution sets and ε -solution sets of nonlinear programming programs: ...