Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators

DOI10.1007/978-3-319-41582-6_6zbMath1366.62067OpenAlexW2520502224MaRDI QIDQ5280079

Valery Smagin, Gennady M. Koshkin

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_6

zbMATH Keywords

nonparametric estimatorunknown disturbancesKalman filtering and forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05)

Cites Work

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• Full-order observers for linear systems with unknown inputs
• Optimal filtering for systems with unknown inputs

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