Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"

DOI10.1109/TAC.1974.1100694MaRDI QIDQ4042948zbMATH OpenOpenAlexFDO

Authors

Publication date 1974

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1974.1100694

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(6)

• A new autocovariance least-squares method for estimating noise covariances
• A heuristic reference recursive recipe for adaptively tuning the Kalman filter statistics. I: Formulation and simulation studies
• Practical state and bias estimation of process systems with initial information uncertainty
• Non-linear state estimation in observation noise of unknown covariance†
• Estimation of atmospheric CO₂concentration using Kalman filtering
• Estimation of the disturbance structure from data using semidefinite programming and optimal weighting

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