A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances

DOI10.1016/j.sigpro.2004.06.021zbMath1148.94362OpenAlexW2063648173MaRDI QIDQ956087

Yan Liang, Dong Hua Zhou, Quan Pan, De Xi An

Publication date: 25 November 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.06.021

zbMATH Keywords

adaptive filteringKalman filteringunknown exogenous inputstime-delay estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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