A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies
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Publication:2360156
DOI10.1007/s12046-016-0562-zzbMath1365.62352arXiv1505.07201WikidataQ126543935 ScholiaQ126543935MaRDI QIDQ2360156
R. M. O. Gemson, M. R. Ananthasayanam, Naren Naik, M. Shyam Mohan
Publication date: 26 June 2017
Published in: Sādhanā (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07201
maximum likelihood; expectation maximization; probability matching prior; recursive parameter estimation; covariance matching; adaptive EKF; Cramer Rao bound
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