Kalman filter with recursive covariance estimation for protection against system uncertainty

DOI10.1049/iet-cta.2019.1476zbMath1542.93397MaRDI QIDQ6608948

Xuan Xiao, Tingxin Liu, Yuan Liang, Kai Shen

Publication date: 20 September 2024

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

zbMATH Keywords

stabilitystability analysiscomputational efficiencyadaptive estimationrecursive estimationcovariance matricesfiltering theoryunknown parameterssystem uncertaintyfiltering problemunknown noise statisticsestimation processadaptive Kalman filtersalgorithm optimisationexact system parametersideal KFlow calculation complexitymeasurement sequence adaptive KFmeasurement sequencesMSAKF algorithmnavigation signal-tracking modelnovel adaptive Kalman filterrecursive covariance estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic learning and adaptive control (93E35)

Cites Work

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