Kalman filter with recursive covariance estimation for protection against system uncertainty

DOI10.1049/IET-CTA.2019.1476zbMATH Open1542.93397MaRDI QIDQ6608948FDOQ6608948

Authors: Xuan Xiao, Kai Shen, Yuan Liang, Tingxin Liu 

Publication date: 20 September 2024

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

zbMATH Keywords

recursive estimationstabilitycovariance matricesadaptive estimationstability analysiscomputational efficiencyfiltering theoryunknown parameterssystem uncertaintyfiltering problemunknown noise statisticsestimation processadaptive Kalman filtersalgorithm optimisationexact system parametersideal KFlow calculation complexitymeasurement sequence adaptive KFmeasurement sequencesMSAKF algorithmnavigation signal-tracking modelnovel adaptive Kalman filterrecursive covariance estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic learning and adaptive control (93E35)

Cites Work

• Title not available (Why is that?)
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• Recursive performance ranking of Kalman filter with mismatched noise covariances

Cited In (1)

• An enhanced adaptive Kalman filtering for linear systems with inaccurate noise statistics

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