An adaptive robustizing approach to Kalman filtering

DOI10.1016/0005-1098(83)90104-8MaRDI QIDQ1838448zbMATH OpenOpenAlexFDO

Authors Chee Tsai, Ludwik Kurz

Publication date 1983

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(83)90104-8

zbMATH Keywords

non-Gaussian noisepolynomial approximation methodrobust Kalman filter

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20) Monte Carlo methods (65C05) Adaptive control/observation systems (93C40) Filtering in stochastic control theory (93E11) Measures of information, entropy (94A17)

Cites work

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Cited in

(8)

• Adaptive fading Kalman filter with an application
• The generalized quantile array processing detector
• Robust locally optimal filters: Kalman and Bayesian estimation theory
• Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
• The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
• A semi-definite programming approach for robust tracking
• On robust Kalman filtering
• An optimal adaptive Kalman filter

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