Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
From MaRDI portal
(Redirected from Publication:5095503)
Recommendations
Cites work
- A Bayesian solution to the problem of state estimation in an unknown noise environment†
- A Lie-Backlund approach to equivalence and flatness of nonlinear systems
- A new autocovariance least-squares method for estimating noise covariances
- A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>
- Adaptive sequential estimation with unknown noise statistics
- Analysis of discrete-time Kalman filtering under incorrect noise covariances
- Approaches to adaptive filtering
- Complete offline tuning of the unscented Kalman filter
- Computing integrals involving the matrix exponential
- Design and implementation of an adaptive Kalman filtering for the launcher of multiple launch rocket system
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- Differentially flat systems.
- Estimation of noise covariance matrices for a linear time-varying stochastic process
- scientific article; zbMATH DE number 4070751 (Why is no real title available?)
- scientific article; zbMATH DE number 166511 (Why is no real title available?)
- scientific article; zbMATH DE number 5210013 (Why is no real title available?)
- Noise covariance estimation for Kalman filter tuning using Bayesian approach and Monte Carlo
- Noise covariance identification for time-varying and nonlinear systems
- Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I
- Nonlinear control and filtering using differential flatness approaches. Applications to electromechanical systems
- Process noise covariance estimation via stochastic approximation
- Robust adaptive fault estimation and fault tolerant control for quadrotor attitude systems
- Robust adaptive unscented Kalman filter for attitude estimation of pico satellites
- Robust estimation with unknown noise statistics
- Stochastic models, estimation, and control. Vol. 2,3
- System identification of nonlinear state-space models
Cited in
(10)- Redundant measurement-based second order mutual difference adaptive Kalman filter
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
- Adaptive Kalman filtering with multivariate generalized Laplace system noise
- scientific article; zbMATH DE number 647761 (Why is no real title available?)
- Variable universe fuzzy system based method for improving the performance of Kalman filter
- Adaptive ensemble Kalman filter with recursive noise estimation
- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- Q-learning for noise covariance adaptation in extended 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
This page was built for publication: Adaptive Kalman filtering for closed-loop systems based on the observation vector covariance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5095503)
