Process and Measurement Noise Estimation for Kalman Filtering
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Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4419-9834-7_36
Reference9 articles.
1. Son, L.H. and B.D.O. Anderson, “Design of Kalman Filters Using Signal Model Output Statistics,”Proc.IEE, Vol.120, No.2, February 1973, pp.312-318
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3. H. Heffes, “The effect of erroneous models on the Kalman filter response,” IEEE Transactions onAutomatic Control, AC-11, July, 1966, pp. 541–543.
4. Carew, B. and Belanger, P.R., “Identification of Optimum Filter Steady-State Gain for Systems withUnknown Noise Covariances”, IEEE Transactions on Automatic Control, Vol.18, No.6, 1974, pp.582–587.
5. C. Neethling and P. Young. “Comments on identification of optimum filter steady-state gain forsystems with unknown noise covariances”, IEEE Transactions on Automatic Control, Vol.19, No.5,1974, pp. 623–625.
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