A generalized autocovariance least-squares method for Kalman filter tuning

Journal of Process Control

Volumn 18, Issue 7-8, 2008, Pages 769-779

  Åkesson, Bernt M ^a   Jørgensen, John Bagterp ^a   Poulsen, Niels Kjølstad ^a   Jørgensen, Sten Bay ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Covariance estimation; Kalman filtering; Optimal estimation; Semidefinite programming; State estimation

Indexed keywords

KALMAN FILTERS; RANDOM PROCESSES; STATE ESTIMATION; TUNING;

COVARIANCE ESTIMATION; SEMIDEFINITE PROGRAMMING;

LEAST SQUARES APPROXIMATIONS;

EID: 44649128813     PISSN: 09591524     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jprocont.2007.11.003     Document Type: Article

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