An optimization approach to adaptive Kalman filtering
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Publication:642940
DOI10.1016/J.AUTOMATICA.2011.04.004zbMATH Open1226.93125OpenAlexW2122246449MaRDI QIDQ642940FDOQ642940
Authors: Maja Karasalo, Xiaoming Hu 
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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Cites Work
- Stochastic models, estimation, and control. Vol. 2,3
- Stochastic models, estimation, and control. Vol. 1
- Multiple-model estimation with variable structure
- Adaptive Kalman filtering for INS/GPS
- A multi-model algorithm for parameter estimation of time-varying nonlinear systems
- An information theoretic approach to dynamical systems modeling and identification
- Multiple-model estimation with variable structure. II: Model-set adaptation
- An optimal adaptive Kalman filter
- Investigation of moving-bank multiple model adaptive algorithms
Cited In (20)
- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- Title not available (Why is that?)
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
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- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Concurrent software‐hardware optimisation of adaptive estimating, identifying and filtering systems
- Redundant measurement-based second order mutual difference adaptive Kalman filter
- An Adaptive Extended Kalman Filter with Application to Compartment Models
- Adaptive Kalman Filtering: A Simulation Result
- Model-based \(\mathcal H_2\) adaptive filter for 3D positioning and tracking systems
- An innovation approach to optimize a Kalman filter with anH∞error bound by secant method
- Automating the implementation of Kalman filter algorithms
- Title not available (Why is that?)
- Filtering for stochastic uncertain systems with non-logarithmic sensor resolution
- Bayesian state estimation on finite horizons: the case of linear state-space model
- Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
- Adaptive fractional-order unscented Kalman filter with unknown noise statistics
- Adaptive control and signal processing literature survey (No. 27)
- An optimal adaptive Kalman filter
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