An adaptive robustizing approach to Kalman filtering

DOI10.1016/0005-1098(83)90104-8zbMath0508.93054OpenAlexW2261509600MaRDI QIDQ1838448

Chee Tsai, Ludwik Kurz

Publication date: 1983

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(83)90104-8

zbMATH Keywords

non-Gaussian noiserobust Kalman filterpolynomial approximation method

Mathematics Subject Classification ID

Related Items (8)

Adaptive fading Kalman filter with an application ⋮ The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions ⋮ The generalized quantile array processing detector ⋮ Robust locally optimal filters: Kalman and Bayesian estimation theory ⋮ On robust Kalman filtering ⋮ An optimal adaptive Kalman filter ⋮ Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise ⋮ A semi-definite programming approach for robust tracking

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