DocumentCode
803030
Title
Performance measure for adaptive Kalman estimators
Author
Sims, F.
Volume
15
Issue
2
fYear
1970
fDate
4/1/1970 12:00:00 AM
Firstpage
249
Lastpage
250
Abstract
An on-line performance measure for adaptive Kalman estimators is derived which is shown to be an optimal mean-square estimate of actual system performance. The proposed measure utilizes quantities readily available from the adaptive estimator, and hence a minimum of additional computational effort is required for its evaluation.
Keywords
Adaptive Kalman filtering; Argon; Covariance matrix; Estimation theory; Kalman filters; Random processes; Random variables; Real time systems; State estimation; System performance; Time measurement;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099434
Filename
1099434
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