Bridging a Gap in Applied Kalman Filtering: Estimating Outputs When Measurements Are Correlated with the Process Noise [Focus on Education]

DOI10.1109/MCS.2017.2674478MaRDI QIDQ5019380zbMATH OpenOpenAlexFDO

Authors Ameet S. Deshpande

Publication date 10 January 2022

Published in IEEE Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/mcs.2017.2674478

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Physics, astronomy, technology, engineering (aspects of mathematics education) (97M50)

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Cited in

(2)

• A limit Kalman filter and smoother for systems with unknown inputs
• Employing the extended Kalman filter in measuring the output gap

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