A finite-horizon adaptive Kalman filter for linear systems with unknown disturbances
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Publication:956087
DOI10.1016/J.SIGPRO.2004.06.021zbMATH Open1148.94362OpenAlexW2063648173MaRDI QIDQ956087FDOQ956087
Authors: Yan Liang, De Xi An, Donghua Zhou, Quan Pan 
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
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Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cited In (14)
- Estimate accuracy versus measurement cost saving in continuous time linear filtering problems
- A framework for globally optimal state estimation for systems with unknown inputs. I: Transformation approach
- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Robust adaptive divided difference filter based on forgetting factors and its applications
- Limiting optimal adaptive filtering with unknown disturbance covariance
- A receding horizon Kalman FIR filter for linear continuous-time systems
- Hierarchical fusion robust Kalman filter for clustering sensor network time-varying systems with uncertain noise variances
- Estimation of systems with statistically-constrained inputs
- Adaptive divided difference filtering for simultaneous state and parameter estimation
- Adaptive Kalman filter for actuator fault diagnosis
- Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
- Adaptive stochastic disturbance accommodating control
- A framework of finite-model Kalman filter with case study: MVDP-FMKF algorithm
- Marginalized adaptive particle filtering for nonlinear models with unknown time-varying noise parameters
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