Title :
Multivariate calibration as an identification method and its relationship to the extended Kalman filter
Author_Institution :
SINTEF, Trondheim, Norway
Abstract :
Multivariate calibration (MC) constitutes a set of methods for establishing an estimator without considering prior knowledge of a dynamic process, noise properties or measurement functions. A short survey is presented of MC methods, and it is argued that the MC estimator is efficient for certain applications. The relationship between MC and the extended Kalman filter is established
Keywords :
Kalman filters; calibration; identification; estimator; extended Kalman filter; identification; multivariate calibration; Automatic control; Calibration; Covariance matrix; Gain measurement; Kalman filters; Matrix decomposition; Noise measurement; State estimation; Vectors; Wavelength measurement;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70197
