Erratum of article “Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems”
Philippe Moireau, Dominique Chapelle (2011)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
Displaying similar documents to “Erratum of article “Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems””
Erratum of article “Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems”
A discussion related to orbit determination using nonlinear sigma point Kalman filter.
Pardal, Paula Cristiane Pinto Mesquita, Kuga, Helio Koiti, Vilhena de Moraes, Rodolpho (2009)
Mathematical Problems in Engineering
Similarity:
Kalman filter sensitivity with respect to parametric noises uncertainty
Nikola Madjarov, Ludmila Mihaylova (1996)
Kybernetika
Similarity:
Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise.
Zhu, Jin, Park, Junhong, Lee, Kwan-Soo, Spiryagin, Maksym (2008)
Mathematical Problems in Engineering
Similarity:
State estimation in discrete-time distributed parameter systems under incomplete priori information about the system
Józef Korbicz (1985)
Kybernetika
Similarity:
Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.
S. Nakamori, A. Hermoso, J. Jiménez, J. Linares (2005)
Extracta Mathematicae
Similarity:
In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both...