scientific article; zbMATH DE number 1014746

MaRDI QIDQ4338440zbMATHFDO

Authors Nikola Madjarov, Ludmila Mihaylova

Publication date 13 November 1997

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

zbMATH Keywords

self-tuning Kalman filterreduced sensitivityuncertain noise covariance

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Recommendations

• Robust Kalman filter for systems subject to parametric uncertainties
• scientific article; zbMATH DE number 910671
• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Bound on sensitivity of the Kalman-Bucy filter to prior values of covariance matrices
• scientific article; zbMATH DE number 1834019

Cites work

• scientific article; zbMATH DE number 3924653 (Why is no real title available?)
• scientific article; zbMATH DE number 52050 (Why is no real title available?)
• scientific article; zbMATH DE number 502963 (Why is no real title available?)
• scientific article; zbMATH DE number 704071 (Why is no real title available?)
• scientific article; zbMATH DE number 720595 (Why is no real title available?)
• A stochastic gradient adaptive filter with gradient adaptive step size
• Adaptive state estimation for systems with unknown noise covariances
• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Analysis of discrete-time Kalman filtering under incorrect noise covariances
• Approaches to adaptive filtering
• Bounds on estimation errors of discrete-time filters under modeling uncertainty
• Bounds on performance of nonstationary continuous-time filters under modelling uncertainty
• Computable Bounds for the Sensitivity of the Algebraic Riccati Equation
• Identification of optimum filter steady-state gain for systems with unknown noise covariances
• Matrix Calculus Operations and Taylor Expansions
• On robust Kalman filtering
• Robust Kalman filtering for uncertain systems
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Sensitivity analysis of discrete Kalman filters
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Stochastic processes and filtering theory
• The Kalman filter: A robust estimator for some classes of linear quadratic problems
• The Kalman-Bucy filter accuracy in the guaranteed parameter estimation problem with uncertain statistics
• The Sensitivity of the Algebraic and Differential Riccati Equations

Cited in

(8)

• Reduction of prediction error sensitivity to parameters in Kalman filter
• State Sensitivity Evaluation Within UD Based Array Covariance Filters
• Sensitivity limitations for multivariable linear filtering
• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Kalman filter for cross-noise in the integration of SINS and DVL
• Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations
• scientific article; zbMATH DE number 3940323 (Why is no real title available?)
• A practical note on evaluating Kalman filter performance optimality and degradation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4338440)