An optimization approach to adaptive Kalman filtering
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Cites work
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Cited in
(33)- 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
- Single-solution simulated Kalman filter algorithm for global optimisation problems
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
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- Adaptive control and signal processing literature survey (No. 27)
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- Process noise covariance estimation via stochastic approximation
- A multiobjective optimization approach to filter tuning applied to coupled hyperbolic PDEs describing gas flow dynamics
- Automating the implementation of Kalman filter algorithms
- An adaptive Kalman filter based on multiple fading factors
- Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
- Adaptive fractional-order unscented Kalman filter with unknown noise statistics
- Q-learning based adaptive Kalman filtering for partial model-free dynamic systems
- Q-learning for noise covariance adaptation in extended Kalman filter
- Hybrid intelligent multi-objective optimal control of ODE-constrained nonlinear systems
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