Performance of Kalman filter with missing measurements

DOI10.1016/0005-1098(86)90112-3zbMath0586.93064OpenAlexW2025780386MaRDI QIDQ1072516

Hamid M. Faridani

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90112-3

zbMATH Keywords

discrete-time Kalman filtererror covariance expected value

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Expected error covariance bounds for linear state estimators with compressed quantized measurements
• A detection-estimation scheme for state estimation in switching environments
• Linear recursive state estimators under uncertain observations
• A Convex Matrix Function
• Parameter estimation for auto-regressive systems with missing observations—Part II
• Optimal recursive estimation with uncertain observation

This page was built for publication: Performance of Kalman filter with missing measurements