On adaptive Kalman filtering for the Luenberger canonical form

DOI10.1080/00207727908941616zbMATH Open0413.93065OpenAlexW2063564743MaRDI QIDQ3048733FDOQ3048733

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
• Structure determination and parameter identification for multivariable stochastic linear systems
• Identification of optimum filter steady-state gain for systems with unknown noise covariances

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