Recursive algorithm for the calculation of the adaptive Kalman filter weighting coefficients

Keywords

Weighting, Algorithm, Kalman filter, A priori and a posteriori, Mathematics

References

• Optimal adaptive estimation of sampled stochastic processesD.T. Magill — 1965
• New Results in Linear Filtering and Prediction TheoryR. E. Kalman, R. S. Bucy — 1961
• A new approach to linear filtering and prediction problems" transaction of the asme~journal of basicR. E. Kalman — 1960

Cited by

• Air traffic surveillance and control using hybrid estimation and protocol-based conflict resolutionInseok Hwang — 2003
• Multiple-model tracking with fixed-lag smoothing using imprecise informationZhufang Yang — 2002
• A New Solution to Parameter Adaptive Estimation of Random ProcessesP. E. Zwicke, H.F. Van Landingham, R. Moose — 1981
• Partition Algorithm for System IdentificationAthanasios Kehagias — 2001
• Filtering of Systems with NonlinearitiesHosam E. Emara-Shabaik — 1982
• GPS integrity: failure detection by autonomous means in a flight environmentPatrick Y. Hwang — 1986
• Stochastic Neura1 Learning in Identification and State EstimationMohamed Zohdy, Eric G. Mertz, Bogdan Adamczyk — 1991
• Predictive modular fuzzy systems for intelligent sensingAthanasios Kehagias, V. Petridis — 1996
• Multiple Model Adaptive Estimation for open loop unstable plantsVahid Hassani, A. Pascoal, A. Pedro Aguiar — 2013
• Performance analysis of hybrid estimation algorithmsInseok Hwang, Hamsa Balakrishnan, Claire J. Tomlin — 2003
• Distributed Model Predictive Control: Theory and ApplicationsAswin N. Venkat — 2006
• Time-Series Segmentation Using Predictive Modular Neural NetworksAthanasios Kehagias, Vassilios Petridis — 1997
• Cooperative Multiple-Model Adaptive Guidance for an Aircraft Defending MissileVitaly Shaferman, Tal Shima — 2010
• New convergence bounds for Bayes estimatorsD. Kazakos — 1981
• Target tracking with retrodicted discrete probabilitiesOliver E. Drummond — 1997
• Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.Jorge E. Pezoa, Majeed M. Hayat, Sergio Torres — 2006
• Partitioning: A unifying framework for adaptive systems, I: EstimationD.G. Lainiotis — 1976
• On categorical feature-aided target trackingOliver E. Drummond — 2003
• Switching Solution for Multiple-Models Control SystemsCiprian Lupu — 2006
• Performance of Bayesian parameter estimators for linear signal modelsR. Hawkes, J.B. Moore — 1976

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