Process Noise Covariance Design in Kalman Filtering via Bounds Optimization

DOI10.1109/TAC.2018.2838440zbMATH Open1482.93635OpenAlexW2803346807WikidataQ129889846 ScholiaQ129889846MaRDI QIDQ4629842

Daniel Choukroun, Manuel Salvoldi

Publication date: 28 March 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2838440

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Related Items (3)

Design of measurement difference autocovariance method for estimation of process and measurement noise covariances ⋮ Online evaluation of the process noise covariance matrix for event-based state estimators ⋮ Bridging a Gap in Applied Kalman Filtering: Estimating Outputs When Measurements Are Correlated with the Process Noise [Focus on Education]

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