• DocumentCode
    814471
  • Title

    Estimation of a dispersion parameter in discrete Kalman filtering

  • Author

    Iglehart, Stephen C. ; Leondes, Cornelius T.

  • Author_Institution
    Hughes Aircraft Company, Culver City, CA, USA
  • Volume
    19
  • Issue
    3
  • fYear
    1974
  • fDate
    6/1/1974 12:00:00 AM
  • Firstpage
    262
  • Lastpage
    263
  • Abstract
    In the application of the discrete Kalman filter, it occasionally happens that one of the noise covariance matrices is known except for a scalar multiplier. Algorithms are derived to estimate such a parameter using the covariance-matching technique.
  • Keywords
    Kalman filtering; Linear systems, time-varying discrete-time; Parameter estimation; Uncertain systems; Argon; Cities and towns; Covariance matrix; Filtering; Iterative algorithms; Kalman filters; Parameter estimation; Uncertainty; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100543
  • Filename
    1100543
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=814471