Recursive performance ranking of Kalman filter with mismatched noise covariances

DOI10.1049/IET-CTA.2018.5064zbMath1434.93097OpenAlexW2899093271WikidataQ128910403 ScholiaQ128910403MaRDI QIDQ5109094

Quanbo Ge, Zhansheng Duan, Teng Shao, Huaping Liu

Publication date: 10 May 2020

Published in: IET Control Theory & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/iet-cta.2018.5064

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Robust estimation algorithm based on prior probability statistics ⋮ On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics

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