An optimal adaptive Kalman filter

DOI10.1007/s00190-006-0041-0zbMath1142.93440MaRDI QIDQ926958

Yuanxi Yang, Weiguang Gao

Publication date: 21 May 2008

Published in: Journal of Geodesy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00190-006-0041-0

zbMATH Keywords

navigation; estimated covariance matrix; optimal adaptive factor; optimal adaptive filtering; predicted residual vector; predicted state vector

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

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Cites Work

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• Robust bayesian estimation for the linear model and robustifying the Kalman filter