Kalman filter with variance components
Lubomír Kubáček; Ludmila Kubáčková
Mathematica Slovaca (1995)
- Volume: 45, Issue: 5, page 523-540
- ISSN: 0232-0525
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topKubáček, Lubomír, and Kubáčková, Ludmila. "Kalman filter with variance components." Mathematica Slovaca 45.5 (1995): 523-540. <http://eudml.org/doc/32176>.
@article{Kubáček1995,
author = {Kubáček, Lubomír, Kubáčková, Ludmila},
journal = {Mathematica Slovaca},
keywords = {variance components; prediction; Kalman filter; measurement noise; process noise},
language = {eng},
number = {5},
pages = {523-540},
publisher = {Mathematical Institute of the Slovak Academy of Sciences},
title = {Kalman filter with variance components},
url = {http://eudml.org/doc/32176},
volume = {45},
year = {1995},
}
TY - JOUR
AU - Kubáček, Lubomír
AU - Kubáčková, Ludmila
TI - Kalman filter with variance components
JO - Mathematica Slovaca
PY - 1995
PB - Mathematical Institute of the Slovak Academy of Sciences
VL - 45
IS - 5
SP - 523
EP - 540
LA - eng
KW - variance components; prediction; Kalman filter; measurement noise; process noise
UR - http://eudml.org/doc/32176
ER -
References
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- RAO C. R., KLEFFE J., Estimation of Variance Components and Applications, North-Holland, Amsterdam-New York-Oxford-Tokyo, 1988. (1988) Zbl0645.62073MR0933559
- SCHAFFRIN B., Generating Robustified Kalman Filters for the Integration of GPS and INS, Technical Report No. 15 (1991), Institute of Geodesy, University of Stuttgart. (1991)
- VOLAUFOVÁ J., WITKOVSKÝ V., Estimation of variance components in mixed linear models, Appl. Math. 37 (1992), 139-148. (1992) Zbl0746.62066MR1149163
- VOLAUFOVÁ J., A brief survey on the linear methods in variance-covariance components models, In: Proceedings of MODA 3, St. Petersburg, May 25-30, 1992. (1992) MR1281860
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