The Kalman filter based recursive algorithm: Windup and its avoidance

Proceedings of the American Control Conference

Volumn 5, Issue , 2001, Pages 3606-3611

  Cao, L ^a   Schwartz, H M ^a  

^a CARLETON UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; TIME VARYING SYSTEMS; VECTORS;

COVARIANCE MATRIX; LEAST SQUARES ALGORITHM; REGRESSION VECTOR; WINDUP;

KALMAN FILTERING;

EID: 0034852689     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Implementation of self-tuning regulars with variable forgetting factors
2. Recursive forgetting algorithms
3. A directional forgetting algorithm based on the decomposition of the information matrix
4. Convergence and exponential convergence of identification algorithms with directional forgetting factor
5. Tracking randomly varying parameters
6. A decomposition method for positive semidefinite matrices and its application to recursive parameter estimation