Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
DOI10.1080/00207179.2020.1870158zbMATH Open1497.93224OpenAlexW3116994129MaRDI QIDQ5095503FDOQ5095503
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Publication date: 9 August 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2020.1870158
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adaptive Kalman filterexponential moving averagestate estimation-based controldifferentially flat nonlinear systemsunknown process noise covariance
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic learning and adaptive control (93E35)
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Cited In (10)
- Adaptive Kalman filtering with multivariate generalized Laplace system noise
- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- Variable universe fuzzy system based method for improving the performance of Kalman filter
- Q-learning for noise covariance adaptation in extended Kalman filter
- Redundant measurement-based second order mutual difference adaptive Kalman filter
- An enhanced adaptive Kalman filtering for linear systems with inaccurate noise statistics
- Kalman filter with recursive covariance estimation for protection against system uncertainty
- Adaptive ensemble Kalman filter with recursive noise estimation
- Title not available (Why is that?)
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
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