Kalman filtering of systems with parameter uncertainties—a survey

DOI10.1080/00207177308932421zbMath0252.93022OpenAlexW1975675789MaRDI QIDQ5666435

Jack O. Pearson, Cornelius T. Leondes

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1080/00207177308932421

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Some new errors for assessing Kalman filter performance ⋮ Non-stationary parameter estimation for small sample situations: A comparison of methods ⋮ Multilevel discrete time system identification in large scale systems†

Cites Work

• Stochastic processes and filtering theory
• Recursive fading memory filtering

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