Robust adaptive Kalman filtering with unknown inputs
A Moghaddamjoo, RL Kirlin - IEEE Transactions on Acoustics …, 1989 - ieeexplore.ieee.org
A method is proposed to adapt the Kalman filter to the changes in the input forcing functions
and the noise statistics. The resulting procedure is stable in the sense that the duration of …
and the noise statistics. The resulting procedure is stable in the sense that the duration of …
Robust adaptive Kalman filtering
AR Moghaddamjoo, RL Kirlin - Approximate Kalman Filtering, 1993 - World Scientific
In this chapter we first survey several adaptive procedures under the assumption that the
noise is Gaussian. Then several different approaches for adaptation to the unknown …
noise is Gaussian. Then several different approaches for adaptation to the unknown …
A modified adaptive Kalman filter for real-time applications
G Chen, CK Chui - IEEE Transactions on Aerospace and …, 1991 - ieeexplore.ieee.org
A modified adaptive Kalman filtering algorithm is derived for the standard linear problem
under an irregular environment where all variances of the zero-mean Gaussian white …
under an irregular environment where all variances of the zero-mean Gaussian white …
[图书][B] Estimation of covariance parameters for an adaptive Kalman filter
JC Shellenbarger - 1966 - search.proquest.com
The initials ig n ific ant work on th is problem was by Wiener (7) who developed th e co nd
itio n to be sa tis f ie d fo r optim al estim atio n in a meansq u ared-erro r sen se; th is co nd …
itio n to be sa tis f ie d fo r optim al estim atio n in a meansq u ared-erro r sen se; th is co nd …
Tracking targets using adaptive Kalman filtering
PO Gutman, M Velger - IEEE Transactions on Aerospace and …, 1990 - ieeexplore.ieee.org
A simple algorithm for estimating the unknown process noise variance of an otherwise
known linear plant, using a Kalman filter is suggested. The process noise variance estimator …
known linear plant, using a Kalman filter is suggested. The process noise variance estimator …
An adaptive Kalman filter with sequential rescaling of process noise
M Efe, JA Bather, DP Atherton - Proceedings of the 1999 …, 1999 - ieeexplore.ieee.org
An approach to adaptive Kalman filtering is presented. The filter utilizes a scale factor, which
represents the target unpredictability at any time, as estimated from the available data. The …
represents the target unpredictability at any time, as estimated from the available data. The …
Analysis of discrete-time Kalman filtering under incorrect noise covariances
S Sangsuk-Iam, TE Bullock - IEEE Transactions on Automatic …, 1990 - ieeexplore.ieee.org
Analysis tools are developed that can be effectively used to study the performance
degradation of a filter when incorrect models of the state and measurement noise …
degradation of a filter when incorrect models of the state and measurement noise …
Discrete-time Kalman filter under incorrect noise covariances
SS Saab - Proceedings of 1995 American Control Conference …, 1995 - ieeexplore.ieee.org
The optimum filtering results of Kalman filtering for linear dynamic systems require an exact
knowledge of the process noise covariance matrix Q, the measurement noise covariance …
knowledge of the process noise covariance matrix Q, the measurement noise covariance …
[引用][C] A direct approach to identify the noise covariances of Kalman filtering
T Lee - IEEE Transactions on Automatic Control, 1980 - ieeexplore.ieee.org
A direct approach to identify the noise covariances of Kalman filtering Page 1 Page 2 842
IBEE TRANSACTIONS ON AuTohIAnC CONTROL, VOL. AC-25, NO. 4, AUGUST 1980 The …
IBEE TRANSACTIONS ON AuTohIAnC CONTROL, VOL. AC-25, NO. 4, AUGUST 1980 The …
A robust approach to reliable real-time Kalman filtering
PW McBurney - IEEE Symposium on Position Location and …, 1990 - ieeexplore.ieee.org
A complete approach to reliable, robust, and adaptive Kalman filtering is presented. It has
applications in all types of navigation systems. The starting point is a measurement editing …
applications in all types of navigation systems. The starting point is a measurement editing …