DocumentCode :
816017
Title :
Comments on "Identification of optimum filter steady-state gain for systems with unknown noise covariances"
Author :
Neethling, Carl ; Young, Peter
Author_Institution :
University of Cambridge, Cambridge, England
Volume :
19
Issue :
5
fYear :
1974
fDate :
10/1/1974 12:00:00 AM
Firstpage :
623
Lastpage :
625
Abstract :
The approach to the estimation of the optimum Kalman filter steady-state gain proposed by Mehra and modified by Carew and Belanger can be improved by noting the true statistical nature of the problem. A new approach based on both simple or weighted least squares is outlined and tested by Monte Carlo simulation.
Keywords :
Covariance matrix; Delay estimation; Filters; Inference algorithms; Least squares methods; Steady-state; Technological innovation; Uncertainty; Variable speed drives; Yield estimation;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1974.1100694
Filename :
1100694
Link To Document :
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