Unbiased minimum-variance linear state estimation (Q1092867): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0005-1098(87)90037-9 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2016026577 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3688092 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The intrinsic random functions and their applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems / rank | |||
Normal rank |
Latest revision as of 11:46, 18 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Unbiased minimum-variance linear state estimation |
scientific article |
Statements
Unbiased minimum-variance linear state estimation (English)
0 references
1987
0 references
A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknown inputs take extreme or unexpected values. In many geophysical and environmental applications, it is performance during these periods which counts the most. The application of the filter is illustrated in the real-time estimation of mean areal precipitation.
0 references
Kalman filters
0 references
linear estimation
0 references
non-Gaussian system inputs
0 references
geophysical and environmental applications
0 references
mean areal precipitation
0 references