The damped modified iterated Kalman filter for nonlinear discrete time systems

Myoungho Oh; U Jin Choi

Kybernetika (1997)

  • Volume: 33, Issue: 4, page 387-398
  • ISSN: 0023-5954

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Oh, Myoungho, and Choi, U Jin. "The damped modified iterated Kalman filter for nonlinear discrete time systems." Kybernetika 33.4 (1997): 387-398. <http://eudml.org/doc/28041>.

@article{Oh1997,
author = {Oh, Myoungho, Choi, U Jin},
journal = {Kybernetika},
keywords = {Kalman filters; extended Kalman filter; damped modified iterated Kalman filter; modified Newton method; system nonlinearities},
language = {eng},
number = {4},
pages = {387-398},
publisher = {Institute of Information Theory and Automation AS CR},
title = {The damped modified iterated Kalman filter for nonlinear discrete time systems},
url = {http://eudml.org/doc/28041},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Oh, Myoungho
AU - Choi, U Jin
TI - The damped modified iterated Kalman filter for nonlinear discrete time systems
JO - Kybernetika
PY - 1997
PB - Institute of Information Theory and Automation AS CR
VL - 33
IS - 4
SP - 387
EP - 398
LA - eng
KW - Kalman filters; extended Kalman filter; damped modified iterated Kalman filter; modified Newton method; system nonlinearities
UR - http://eudml.org/doc/28041
ER -

References

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  1. M. B. Bell, F. W. Cathey, The iterated Kalman filter update as a Gauss-Newton method, IEEE Trans. Automat. Control 38 (1993), 2, 294-297. (1993) Zbl0775.93237MR1206815
  2. D. E. Catlin, Estimation, Control, and the Discrete Kalman Filter, Springer-Verlag, New York 1989. (1989) Zbl0685.93001MR0968437
  3. S. D. Conte, C. de Boor, Elementary Numerical Analysis, McGraw- Hill, Singapore 1987. (1987) 
  4. A. Gelb, Applied Optimal Estimation, MIT Press, Cambridge, Massachusetts 1974. (1974) MR0345688
  5. Y. Hosoya, M. Taniguchi, A central limit theorem for stationary processes and the parameter estimation of linear processes, Ann. Statist. 10 (1982), 1, 132-153. (1982) Zbl0484.62102MR0642725
  6. D. Kincaid, W. Cheney, Numerical Analysis: Mathematics of Scientific Computing, Brooks/Cole Publishing Company, California 1990. (1990) MR1388777
  7. L. Ljung, Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems, IEEE Trans. Automat. Control AC-24 (1979), 1, 36-50. (1979) Zbl0399.93054MR0519391
  8. N. E. Nahi, Estimation Theory and Applications, Wiley, New York 1969. (1969) 
  9. M. D. Smooke, Error estimate for the modified Newton method with application to the solution of nonlinear, two-point boundary-value problems, J. Optim. Theory Appl. 39 (1983), 4, 489-511. (1983) MR0703817
  10. F. Szidarovszky, S. Yakowitz, Principles and Procedures of Numerical Analysis, Plenum Press, New York 1978. (1978) Zbl0416.65001MR0514705

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