Critical Issues on Kalman Filter with Colored and Correlated System Noises

DOI10.1002/ASJC.1545zbMATH Open1386.93289OpenAlexW2634032879MaRDI QIDQ4599952FDOQ4599952

Authors: Zebo Zhou, Jin Wu, Yong Li, Chen Fu, Hassen Fourati 

Publication date: 5 January 2018

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.1545

Recommendations

• Extended Kalman filters for fractional-order nonlinear continuous-time systems containing unknown parameters with correlated colored noises
• A novel Student's \(t\)-based Kalman filter with colored measurement noise
• scientific article; zbMATH DE number 6129656
• scientific article; zbMATH DE number 1063778
• On the Kalman filter with possibly degenerate and correlated errors
• Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises
• Kalman filtering algorithm for systems with stochastic nonlinearity functions, finite-step correlated noises, and missing measurements
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Analysis of continuous-time Kalman filtering under incorrect noise covariances

zbMATH Keywords

Kalman filterautoregressive modelcolored noisecorrelated noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cited In (11)

• Sequential maximum correntropy Kalman filtering
• A new SSUKF observer for sliding mode force tracking \(\mathrm{H}_\infty\) control of electrohydraulic active suspension
• Unscented Kalman filter for continuous-time nonlinear fractional-order systems with process and measurement noises
• \textit{Continuous} discrete cubature quadrature Kalman filter
• State-space measurement update for GNSS/INS integrated navigation
• Robust weighted fusion Kalman filters under linearly correlated noise and mixed uncertainties of noise variances, multiplicative noises, and multiple networked inducements
• Title not available (Why is that?)
• Tuning of evolutionary particle filtering approach for estimation of trajectory deviation
• A novel Student's \(t\)-based Kalman filter with colored measurement noise
• FPGA implementation of extended Kalman filter for SOC estimation of lithium‐ion battery in electric vehicle
• Mobile robot localization based on PSO estimator

This page was built for publication: Critical Issues on Kalman Filter with Colored and Correlated System Noises

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4599952)