scientific article; zbMATH DE number 1014746

zbMATH Open0874.93087MaRDI QIDQ4338440FDOQ4338440

Authors: Nikola Madjarov, Ludmila Mihaylova 

Publication date: 13 November 1997

Full work available at URL: https://eudml.org/doc/28668

Title of this publication is not available (Why is that?)

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zbMATH Keywords

self-tuning Kalman filterreduced sensitivityuncertain noise covariance

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

• Stochastic processes and filtering theory
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Title not available (Why is that?)
• Matrix Calculus Operations and Taylor Expansions
• A stochastic gradient adaptive filter with gradient adaptive step size
• Approaches to adaptive filtering
• Robust Kalman filtering for uncertain systems
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• The Kalman filter: A robust estimator for some classes of linear quadratic problems
• Bounds on estimation errors of discrete-time filters under modeling uncertainty
• Bounds on performance of nonstationary continuous-time filters under modelling uncertainty
• The Sensitivity of the Algebraic and Differential Riccati Equations
• Identification of optimum filter steady-state gain for systems with unknown noise covariances
• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Sensitivity analysis of discrete Kalman filters
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• Computable Bounds for the Sensitivity of the Algebraic Riccati Equation
• Sensitivity analysis of discrete filtering and smoothing algorithms
• On robust Kalman filtering
• Title not available (Why is that?)
• Adaptive state estimation for systems with unknown noise covariances
• The Kalman-Bucy filter accuracy in the guaranteed parameter estimation problem with uncertain statistics
• Title not available (Why is that?)

Cited In (8)

• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Sensitivity limitations for multivariable linear filtering
• Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations
• A practical note on evaluating Kalman filter performance optimality and degradation
• State Sensitivity Evaluation Within UD Based Array Covariance Filters
• Reduction of prediction error sensitivity to parameters in Kalman filter
• Title not available (Why is that?)
• Kalman filter for cross-noise in the integration of SINS and DVL

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