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Latest revision as of 11:46, 18 June 2024

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Unbiased minimum-variance linear state estimation
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    Unbiased minimum-variance linear state estimation (English)
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    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.
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    Kalman filters
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    linear estimation
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    non-Gaussian system inputs
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    geophysical and environmental applications
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    mean areal precipitation
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