scientific article; zbMATH DE number 910671

zbMATH Open0853.93097MaRDI QIDQ4885820FDOQ4885820

Authors: Suwanchai Sangsuk-Iam, Thomas E. Bullock 

Publication date: 12 January 1997

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zbMATH Keywords

Kalman filterdiscrete-timeunknown noise covariances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55)

Cited In (13)

• Unscented Kalman filtering in the additive noise case
• On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
• Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter
• \(L_2\)-stability of discrete-time Kalman filter with random coefficients under incorrect covariance
• Noise identification and its influence on Kalman filter divergence
• Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs
• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Kalman filtering with finite-step autocorrelated measurement noise
• Noise covariance matrix estimation with subspace model identification for Kalman filtering
• Return-difference and spectral factorisation relationship for the discrete-time Kalman filter
• Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters
• Performance of Kalman filter with missing measurements
• Inverse Kalman filtering problems for discrete-time systems

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