DocumentCode
930204
Title
A comparison of some Kalman estimators (Corresp.)
Author
Miller, Kieran
Volume
25
Issue
4
fYear
1979
fDate
7/1/1979 12:00:00 AM
Firstpage
491
Lastpage
495
Abstract
Various estimators of a dynamical state vector are optimally combined to obtain new estimators. The performance o! these new estimators is evaluated by comparing the traces of their covariance matrices. A nontrivial example is given to illustrate the techniques.
Keywords
Kalman filtering; Smoothing methods; Concrete; Covariance matrix; Estimation theory; Kalman filters; Maximum likelihood detection; Maximum likelihood estimation; Random variables; State estimation; Time measurement; Yield estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1979.1056052
Filename
1056052
Link To Document