Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation

DOI10.1080/00207178608933631zbMath0593.93070OpenAlexW1995796017MaRDI QIDQ3724217

Stephen A. Whitmore, Cornelius T. Leondes

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933631

zbMATH Keywords

state estimationadaptive algorithmKalman filterseparation methodlocally stationary random process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Orbital mechanics (70M20) Analysis of variance and covariance (ANOVA) (62J10) Model systems in control theory (93C99)

Cites Work

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