On-line correction of the gain in Kalman filtering

DOI10.1016/0005-1098(94)90162-7zbMath0825.93811OpenAlexW2031990216MaRDI QIDQ1323788

A. Likar, Andrej Dobnikar

Publication date: 1 June 1994

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)90162-7

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

• Identification of optimum filter steady-state gain for systems with unknown noise covariances

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