An optimization approach to adaptive Kalman filtering

DOI10.1016/J.AUTOMATICA.2011.04.004zbMath1226.93125OpenAlexW2122246449MaRDI QIDQ642940

Maja Karasalo, Xiao-ming Hu

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-11145

zbMATH Keywords

optimizationtrackingadaptive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (6)

The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares ⋮ Filtering for stochastic uncertain systems with non-logarithmic sensor resolution ⋮ Bayesian state estimation on finite horizons: the case of linear state-space model ⋮ Redundant measurement-based second order mutual difference adaptive Kalman filter ⋮ Adaptive control and signal processing literature survey (No. 27) ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance

Cites Work

• Adaptive Kalman filtering for INS/GPS
• Stochastic models, estimation, and control. Vol. 2,3
• An optimal adaptive Kalman filter
• Stochastic models, estimation, and control. Vol. 1
• A multi-model algorithm for parameter estimation of time-varying nonlinear systems
• Multiple-model estimation with variable structure. II. Model-set adaptation
• Investigation of moving-bank multiple model adaptive algorithms
• An information theoretic approach to dynamical systems modeling and identification
• Multiple-model estimation with variable structure

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