On adaptive Kalman filtering for the Luenberger canonical form

DOI10.1080/00207727908941616MaRDI QIDQ3048733zbMATH OpenOpenAlexFDO

Authors

Publication date 1979

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727908941616

zbMATH Keywords

canonical formadaptive filtercoloured noisestructural index

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Canonical structure (93B10)

Cites work

• Estimation of noise covariance matrices for a linear time-varying stochastic process
• Identification of optimum filter steady-state gain for systems with unknown noise covariances
• Structure determination and parameter identification for multivariable stochastic linear systems

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