Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions
DOI10.1109/TAC.2003.821415zbMATH Open1365.93509OpenAlexW1969759674WikidataQ55969205 ScholiaQ55969205MaRDI QIDQ5273663FDOQ5273663
Bryan D. Heydon, James C. Spall, John L. Maryak
Publication date: 12 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2003.821415
Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Inequalities; stochastic orderings (60E15) Signal detection and filtering (aspects of stochastic processes) (60G35)
Cited In (13)
- Robust planar tracking via a virtual measurement approach
- Asymptotic distribution theory for the kalman filter state estimator
- A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance
- Feedback quadratic filtering
- Prior knowledge processing for initial state of Kalman filter
- A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters
- Separate bias Kalman estimator with bias state noise
- Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
- Minimax estimation by probabilistic criterion
- Online stochastic convergence analysis of the Kalman filter
- A novel robust MM filter against outliers
- Error-constrained finite-horizon tracking control with incomplete measurements and bounded noises
- On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics
This page was built for publication: Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5273663)
