Adaptive State Variable Estimation Using Robust Smoothing

DOI10.1115/1.3140694MaRDI QIDQ3220455zbMATH OpenOpenAlexFDO

Authors

Publication date 1984

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3140694

zbMATH Keywords

robust estimationadaptive Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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Cited in

(14)

• Adaptive Kalman filtering with multivariate generalized Laplace system noise
• Robust adaptive Kalman filtering with unknown inputs
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• scientific article; zbMATH DE number 4070751 (Why is no real title available?)
• Adaptive ensemble Kalman filter with recursive noise estimation
• Iterative smooth variable structure filter for parameter estimation
• A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies
• A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. II: Real data studies
• Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation
• Measure-adaptive state-space construction
• Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
• Recursive state and parameter estimation with applications in water resources
• Robust adaptive Kalman filter for structural performance assessment
• A smooth variable structure filter for state estimation

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