Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions

DOI10.1109/TAC.2003.821415zbMath1365.93509OpenAlexW1969759674WikidataQ55969205 ScholiaQ55969205MaRDI QIDQ5273663

Bryan D. Heydon, James C. Spall, John L. Maryak

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2003.821415

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (8)

Minimax estimation by probabilistic criterion ⋮ Error-constrained finite-horizon tracking control with incomplete measurements and bounded noises ⋮ Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions ⋮ Feedback quadratic filtering ⋮ Robust planar tracking via a virtual measurement approach ⋮ On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics ⋮ Online stochastic convergence analysis of the Kalman filter ⋮ A Novel Robust MM Filter against Outliers

This page was built for publication: Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions