Analysis of continuous-time Kalman filtering under incorrect noise covariances
Author:
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Control and Systems Engineering
Reference30 articles.
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4. Error analysis of modeling and bias errors in continuous time state estimation;Brown;Automatica,1971
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2. Student's $t$ -Filters for Noise Scale Estimation;IEEE Signal Processing Letters;2019-02
3. Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance;International Journal of Systems Science;2008-01
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5. Kalman Filtering Error Due to Inaccuracy in Filter’s Initial Condition;Journal of Dynamic Systems, Measurement, and Control;1997-03-01
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