RECURSIVE ESTIMATION OF THE OBSERVATION AND PROCESS NOISE COVARIANCES IN ONLINE KALMAN FILTERING

被引:2
|
作者
BUNN, DW
机构
关键词
D O I
10.1016/0377-2217(81)90234-4
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:302 / 308
页数:7
相关论文
共 50 条
  • [1] Kalman filtering with uncertain noise covariances
    Kosanam, S
    Simon, D
    Proceedings of the Sixth IASTED International Conference on Intelligent Systems and Control, 2004, : 375 - 379
  • [2] Kalman filtering with uncertain process and measurement noise covariances with application to state estimation in sensor networks
    Shi, Ling
    Johansson, Karl Henrik
    Murray, Richard M.
    PROCEEDINGS OF THE 2007 IEEE CONFERENCE ON CONTROL APPLICATIONS, VOLS 1-3, 2007, : 687 - +
  • [3] Online estimation of colored observation-noise parameters within an ensemble Kalman filtering framework
    Raboudi, Naila F.
    Ait-El-Fquih, Boujemaa
    Hoteit, Ibrahim
    QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, 2023, 149 (754) : 1833 - 1855
  • [5] Recursive performance ranking of Kalman filter with mismatched noise covariances
    Shao, Teng
    Duan, Zhansheng
    Ge, Quanbo
    Liu, Huaping
    IET CONTROL THEORY AND APPLICATIONS, 2019, 13 (04): : 459 - 466
  • [6] ONLINE ESTIMATION OF SIGNAL AND NOISE PARAMETERS WITH APPLICATION TO ADAPTIVE KALMAN FILTERING
    WOJCIK, PJ
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 1991, 10 (02) : 137 - 152
  • [7] Optimal Distributed Kalman Filtering Fusion Algorithm Without Invertibility of Estimation Error and Sensor Noise Covariances
    Xu, Jie
    Song, Enbin
    Luo, Yingting
    Zhu, Yunmin
    IEEE SIGNAL PROCESSING LETTERS, 2012, 19 (01) : 55 - 58
  • [8] Adaptive Kalman Filtering: Measurement and Process Noise Covariance Estimation Using Kalman Smoothing
    Kruse, Theresa
    Griebel, Thomas
    Graichen, Knut
    IEEE ACCESS, 2025, 13 : 11863 - 11875
  • [9] Ensemble Kalman filtering with coloured observation noise
    Raboudi, Naila F.
    Ait-El-Fquih, Boujemaa
    Ombao, Hernando
    Hoteit, Ibrahim
    QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, 2021, 147 (741) : 4408 - 4424
  • [10] Adaptive Kalman Filtering for Recursive Both Additive Noise and Multiplicative Noise
    Yu, Xingkai
    Li, Jianxun
    IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2022, 58 (03) : 1634 - 1649