Error analysis of modeling and bias errors in continuous time state estimation

DOI10.1016/0005-1098(71)90023-9zbMath0224.62043OpenAlexW2051018968MaRDI QIDQ2548457

Yanyan Li

Publication date: 1971

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(71)90023-9

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Error analysis and interval analysis (65G99)

Related Items

Analysis of continuous-time Kalman filtering under incorrect noise covariances ⋮ Performance index sensitivity of the constrained minimum variance input- output estimator ⋮ Bias, variance, and estimation error in reduced order filters ⋮ On the orthogonality of suboptimum estimate in the combined estimation and control problem ⋮ Error analysis of modeling and bias errors in continuous time state estimation ⋮ Error analysis algorithms for distributed parameter filtering

Cites Work

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• Error analysis of modeling and bias errors in continuous time state estimation
• Sensitivity analysis of fixed point linear smoothing algorithms
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Estimation of multi-input systems with ‘noiseless’ outputs
• New algorithms for estimation with sequentially correlated measurement noise †