An optimization approach to adaptive Kalman filtering
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Publication:642940
DOI10.1016/j.automatica.2011.04.004zbMath1226.93125OpenAlexW2122246449MaRDI QIDQ642940
Publication date: 27 October 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-11145
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Related Items (6)
The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares ⋮ Filtering for stochastic uncertain systems with non-logarithmic sensor resolution ⋮ Bayesian state estimation on finite horizons: the case of linear state-space model ⋮ Redundant measurement-based second order mutual difference adaptive Kalman filter ⋮ Adaptive control and signal processing literature survey (No. 27) ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance
Cites Work
- Adaptive Kalman filtering for INS/GPS
- Stochastic models, estimation, and control. Vol. 2,3
- An optimal adaptive Kalman filter
- Stochastic models, estimation, and control. Vol. 1
- A multi-model algorithm for parameter estimation of time-varying nonlinear systems
- Multiple-model estimation with variable structure. II. Model-set adaptation
- Investigation of moving-bank multiple model adaptive algorithms
- An information theoretic approach to dynamical systems modeling and identification
- Multiple-model estimation with variable structure
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