Trial-and-error or avoiding a guess? Initialization of the Kalman filter

DOI10.1016/j.automatica.2020.109184zbMath1448.93335OpenAlexW3047632670MaRDI QIDQ2003835

Biao Huang, Shunyi Zhao

Publication date: 5 October 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2020.109184

zbMATH Keywords

state estimationKalman filterBayesian estimationinitialization

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11)

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Uses Software

• PRMLT

Cites Work

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