Recursive performance ranking of Kalman filter with mismatched noise covariances

DOI10.1049/IET-CTA.2018.5064zbMATH Open1434.93097OpenAlexW2899093271WikidataQ128910403 ScholiaQ128910403MaRDI QIDQ5109094FDOQ5109094

Authors: Teng Shao, Zhansheng Duan, Quanbo Ge, Huaping Liu 

Publication date: 10 May 2020

Published in: IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/iet-cta.2018.5064

Recommendations

• Analysis of continuous-time Kalman filtering under incorrect noise covariances
• Kalman filters for non-linear systems: a comparison of performance
• Performance of Kalman filter with missing measurements
• On robust Kalman filtering
• Analysis of discrete-time Kalman filtering under incorrect noise covariances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (3)

• Kalman filter with recursive covariance estimation for protection against system uncertainty
• Robust estimation algorithm based on prior probability statistics
• On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics

This page was built for publication: Recursive performance ranking of Kalman filter with mismatched noise covariances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5109094)