Online tests of Kalman filter consistency

DOI10.1002/ACS.2571zbMATH Open1348.93261OpenAlexW1597511566MaRDI QIDQ2828585

Robert Piché

Publication date: 26 October 2016

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.2571

zbMATH Keywords

Kalman filterpredictive distributionmodel consistencynormalized innovations squared

Mathematics Subject Classification ID

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

Cites Work

• New Kalman filter and smoother consistency tests
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Parameterization and Bayesian Modeling

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