Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter

zbMATH Open0931.93073MaRDI QIDQ1287612FDOQ1287612

Ch. M. Gadzhiev

Publication date: 2 March 2000

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

covariance matrixWishart matrixdetection of failurealgorithmic control of the Kalman filterinnovation sequence of the Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (3)

• A Chi-square test for fault-detection in Kalman filters
• Computation of a Test Statistic in Data Quality Control
• Dynamic systems diagnosis based on Kalman-filter updating sequences

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