New Kalman filter and smoother consistency tests

DOI10.1016/j.automatica.2013.07.013zbMath1358.93173OpenAlexW1993595542MaRDI QIDQ2350772

Richard G. Gibbs

Publication date: 25 June 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.07.013

zbMATH Keywords

smoothingKalman filtersoptimal estimationfilter residual test (FRT)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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Stubborn state observers for linear time-invariant systems ⋮ Outlier‐robust zonotope set‐membership filter for discrete‐time nonlinear system ⋮ Outlier-resistant bserver-based \(H_\infty\) PID control under stochastic communication protocol ⋮ Online tests of Kalman filter consistency ⋮ Outlier accommodation in moving‐horizon state estimation: A risk‐averse performance‐specified approach ⋮ Moving-horizon estimation with guaranteed robustness for discrete-time linear systems and measurements subject to outliers

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