Kalman filter sensitivity with respect to parametric noises uncertainty
Nikola Madjarov, Ludmila Mihaylova (1996)
Kybernetika
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Displaying similar documents to “Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor”
Kalman filter sensitivity with respect to parametric noises uncertainty
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S. Hoang, Rémy Baraille, Olivier Talagrand, Nguyen Thuc Loan, P. De Mey (1997)
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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
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State estimation in discrete-time distributed parameter systems under incomplete priori information about the system
Józef Korbicz (1985)
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Consensus-based state estimation for multi-agent systems with constraint information
Chen Hu, Weiwei Qin, Zhenhua Li, Bing He, Gang Liu (2017)
Kybernetika
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This paper considers a distributed state estimation problem for multi-agent systems under state inequality constraints. We first give a distributed estimation algorithm by projecting the consensus estimate with help of the consensus-based Kalman filter (CKF) and projection on the surface of constraints. The consensus step performs not only on the state estimation but also on the error covariance obtained by each agent. Under collective observability and connective assumptions, we show...