Prior knowledge processing for initial state of Kalman filter

DOI10.1002/acs.1106zbMath1298.93331OpenAlexW2154016650MaRDI QIDQ2928573

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Publication date: 10 November 2014

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.1106

zbMATH Keywords

Kalman filteringprior knowledgeinitial state distributionstae-space model

Mathematics Subject Classification ID

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

Cites Work

• DeEPs: A new instance-based lazy discovery and classification system
• How to exploit external model of data for parameter estimation?
• On Information and Sufficiency

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