Title :
A comparison of some Kalman estimators (Corresp.)
fDate :
7/1/1979 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1979.1056052
