Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state

DOI10.1134/S1064230710020048MaRDI QIDQ2017552zbMATH OpenOpenAlexFDO

Authors V. A. Tupysev

Publication date 23 March 2015

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230710020048

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Synthesis problems (93B50) Estimation and detection in stochastic control theory (93E10)

Recommendations

• Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system
• scientific article; zbMATH DE number 3922500
• scientific article; zbMATH DE number 4064883
• Reduced-order Kalman filter with unknown inputs
• scientific article; zbMATH DE number 474725

Cites work

• scientific article; zbMATH DE number 4174174 (Why is no real title available?)
• scientific article; zbMATH DE number 1462090 (Why is no real title available?)
• scientific article; zbMATH DE number 3893066 (Why is no real title available?)
• A system of recurrent Bayesian estimation algorithms that are adaptive to different kinds of uncontrollable factors. II: Algorithms for determining the statistical characteristics of the error of models of the process being estimated
• Ellipsoidal approximation of the attainability sets of a linear system with an uncertain matrix.
• Evaluation of the current state of an aircraft and its systems on the basis of the probabilistic-guaranteeing approach
• Filtration of a random process in a statistically uncertain linear stochastic differential system
• Minimax linear estimation in generalized uncertain-stochastic system. II: Minimax filtering in dynamic systems described by stochastic differential equations with measure
• On minimax robustness: A general approach and applications
• On the problem of minimax-Bayesian estimation
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• REDUCED-ORDER KALMAN FILTER FOR ALIGNMENT
• Reduced order Kalman filtering without model reduction
• Reduced-order Kalman filter with unknown inputs
• Reduced-order estimation Part 1. Filtering
• Robust Statistics
• Robust techniques for signal processing: A survey
• The optimal projection equations for reduced-order state estimation

Cited in

(1)

• scientific article; zbMATH DE number 474725 (Why is no real title available?)

This page was built for publication: Synthesis of reduced Kalman filter with the guaranteed estimation quality of dynamic system state

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2017552)