Prior knowledge processing for initial state of Kalman filter

DOI10.1002/ACS.1106MaRDI QIDQ2928573zbMATH OpenOpenAlexFDO

Authors E. Suzdaleva

Publication date 10 November 2014

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.1106

zbMATH Keywords

Kalman filteringprior knowledgeinitial state distributionstae-space model

Mathematics Subject Classification ID

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

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Cites work

• DeEPs: A new instance-based lazy discovery and classification system
• How to exploit external model of data for parameter estimation?
• On Information and Sufficiency

Cited in

(1)

• Fully probabilistic knowledge expression and incorporation

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