An optimal adaptive Kalman filter

DOI10.1007/s00190-006-0041-0zbMath1142.93440OpenAlexW1981314715MaRDI QIDQ926958

Yuanxi Yang, Weiguang Gao

Publication date: 21 May 2008

Published in: Journal of Geodesy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00190-006-0041-0

zbMATH Keywords

navigationestimated covariance matrixoptimal adaptive factoroptimal adaptive filteringpredicted residual vectorpredicted state vector

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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Cites Work

• Robust Kalman filter for rank deficient observation models
• Adaptive Kalman filtering for INS/GPS
• Effectiveness of robust methods in heterogeneous linear models
• An adaptive robustizing approach to Kalman filtering
• Adaptively robust filtering for kinematic geodetic positioning.
• Robust bayesian estimation for the linear model and robustifying the Kalman filter

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