Efficient recursive state estimator for dynamic systems without knowledge of noise covariances
- 1 January 1999
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. 35 (1) , 102-114
- https://doi.org/10.1109/7.745684
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Performance analysis of the forgetting factor RLS algorithmInternational Journal of Adaptive Control and Signal Processing, 1993
- Identification and Stochastic Adaptive ControlPublished by Springer Nature ,1991
- Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergenceIEEE Transactions on Automatic Control, 1990
- Kalman Filtering with Real-Time ApplicationsPublished by Springer Nature ,1987
- Extended least squares and their applications to adaptive control and prediction in linear systemsIEEE Transactions on Automatic Control, 1986
- Recursive fading memory filteringInformation Sciences, 1971
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960
- LXXVIII. Some devices for the solution of large sets of simultaneous linear equationsJournal of Computers in Education, 1944