An optimization approach to adaptive Kalman filtering
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Cited in
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- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
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- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- An innovation approach to optimize a Kalman filter with anH∞error bound by secant method
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
- Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
- Process noise covariance estimation via stochastic approximation
- Adaptive fractional-order unscented Kalman filter with unknown noise statistics
- Automating the implementation of Kalman filter algorithms
- Adaptive control and signal processing literature survey (No. 27)
- An adaptive Kalman filter based on multiple fading factors
- Q-learning for noise covariance adaptation in extended Kalman filter
- Bayesian state estimation on finite horizons: the case of linear state-space model
- Concurrent software‐hardware optimisation of adaptive estimating, identifying and filtering systems
- Adaptive Kalman Filtering: A Simulation Result
- A multiobjective optimization approach to filter tuning applied to coupled hyperbolic PDEs describing gas flow dynamics
- Design and implementation of an adaptive Kalman filtering for the launcher of multiple launch rocket system
- An Adaptive Extended Kalman Filter with Application to Compartment Models
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- Single-solution simulated Kalman filter algorithm for global optimisation problems
- Redundant measurement-based second order mutual difference adaptive Kalman filter
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- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
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