A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies (Q2360156)

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A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies
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    A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies (English)
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    26 June 2017
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    adaptive EKF
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    expectation maximization
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    maximum likelihood
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    covariance matching
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    recursive parameter estimation
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    Cramer Rao bound
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    probability matching prior
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