A practical note on evaluating Kalman filter performance optimality and degradation

DOI10.1016/J.AMC.2007.04.008MaRDI QIDQ990628zbMATH OpenOpenAlexFDO

Authors Dah-Jing Jwo, Ta-Shun Cho

Publication date 1 September 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.04.008

zbMATH Keywords

adaptiveconsistencyintegrityKalman filteroptimalitysensitivity

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Remarks on the Kalman filtering simulation and verification
• scientific article; zbMATH DE number 1014746
• Kalman filters for non-linear systems: a comparison of performance
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• New Kalman filter and smoother consistency tests

Cites work

• Adaptive Kalman filtering for INS/GPS
• Approaches to adaptive filtering
• Introduction to random signals and applied Kalman filtering. With Matlab exercises and solutions
• Reliable detection of faults in measurement systems
• Soft computing techniques in the design of a navigation, guidance and control system for an autonomous underwater vehicle

Cited in

(8)

• A basic smart linear Kalman filter with online performance evaluation based on observable degree
• Online stochastic convergence analysis of the Kalman filter
• Online tests of Kalman filter consistency
• Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter
• Kalman Estimation of Single-Tone Parameters and Performance Comparison With MAP Estimator
• Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations
• Numerical modelling of a wind profiler system based on bubble tracking
• Remarks on the Kalman filtering simulation and verification

Describes a project that uses

Uses Software

• Matlab

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