• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=816017