Prior knowledge processing for initial state of Kalman filter

DOI10.1002/ACS.1106zbMATH Open1298.93331OpenAlexW2154016650MaRDI QIDQ2928573FDOQ2928573

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

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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)

Cites Work

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

Cited In (1)

• Fully probabilistic knowledge expression and incorporation

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