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

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

zbMATH Keywords

maximum likelihood; expectation maximization; probability matching prior; recursive parameter estimation; covariance matching; adaptive EKF; Cramer Rao bound

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

Related Items

Improving the modelling efficiency of Hammerstein system using Kalman filter and its parameters optimised using social mimic algorithm: application to heating and cascade water tanks

Uses Software

• EnKF
• astsa

Cites Work

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