Performance Analysis of the Kalman Filter With Mismatched Noise Covariances
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Publication:2979347
DOI10.1109/TAC.2016.2535158zbMATH Open1359.93483MaRDI QIDQ2979347FDOQ2979347
Authors: Quanbo Ge, Teng Shao, Zhansheng Duan, Chenglin Wen
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Cited In (15)
- Quantitative verification of Kalman filters
- Unbiasedness-constrained least squares state estimation for time-varying systems with missing measurements under round-robin protocol
- An enhanced adaptive Kalman filtering for linear systems with inaccurate noise statistics
- Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter
- How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?
- A basic smart linear Kalman filter with online performance evaluation based on observable degree
- Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter
- Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays
- Remaining useful life estimation based on asynchronous multisource monitoring information fusion
- Weakly paired multimodal fusion using multilayer extreme learning machine
- Robust estimation algorithm based on prior probability statistics
- Kalman Estimation of Single-Tone Parameters and Performance Comparison With MAP Estimator
- Bridging a Gap in Applied Kalman Filtering: Estimating Outputs When Measurements Are Correlated with the Process Noise [Focus on Education]
- On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics
- Switching Gaussian-heavy-tailed distribution based robust Gaussian approximate filter for INS/GNSS integration
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