A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances

DOI10.1016/J.SIGPRO.2004.06.021zbMath1148.94362OpenAlexW2063648173MaRDI QIDQ956087

Yan Liang, Dong Hua Zhou, Quan Pan, De Xi An

Publication date: 25 November 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.06.021

zbMATH Keywords

adaptive filteringKalman filteringunknown exogenous inputstime-delay estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (9)

Estimation of systems with statistically-constrained inputs ⋮ Estimate accuracy versus measurement cost saving in continuous time linear filtering problems ⋮ Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance ⋮ A framework for globally optimal state estimation for systems with unknown inputs (I): transformation approach ⋮ Adaptive divided difference filtering for simultaneous state and parameter estimation ⋮ Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics ⋮ Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances ⋮ Robust adaptive divided difference filter based on forgetting factors and its applications

This page was built for publication: A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances