New Kalman filter and smoother consistency tests

DOI10.1016/J.AUTOMATICA.2013.07.013MaRDI QIDQ2350772zbMATH OpenOpenAlexFDO

Authors Richard Gibbs

Publication date 25 June 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2013.07.013

zbMATH Keywords

filter residual test (FRT)Kalman filtersoptimal estimationsmoothing

Mathematics Subject Classification ID

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

Recommendations

• Online tests of Kalman filter consistency
• A Chi-square test for fault-detection in Kalman filters
• On improving sensitivity of the Kalman filter.
• scientific article; zbMATH DE number 1036036
• Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter

Cited in

(10)

• Stubborn state observers for linear time-invariant systems
• Outlier-resistant observer-based \(H_\infty\) PID control under stochastic communication protocol
• Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers
• Online tests of Kalman filter consistency
• A Chi-square test for fault-detection in Kalman filters
• Outlier accommodation in moving-horizon state estimation: a risk-averse performance-specified approach
• Outlier‐robust zonotope set‐membership filter for discrete‐time nonlinear system
• A new approach to event-triggered robust control of T-S fuzzy systems
• An outlier-resistant approach to observer-based security control for interval type-2 T-S fuzzy systems subject to deception attacks
• A practical note on evaluating Kalman filter performance optimality and degradation

This page was built for publication: New Kalman filter and smoother consistency tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2350772)