The Kalman type recursive state estimator with a finite-step correlated process noises

Proceedings of the IEEE International Conference on Automation and Logistics, ICAL 2008

Volumn , Issue , 2008, Pages 196-200

  Song, Enbin ^a   Zhu, Yunmin ^a   You, Zhisheng ^a  

^a SICHUAN UNIVERSITY   (China)

Author keywords

Finite step correlated; Kalman filter; Multi step correlated; Process noise

Indexed keywords

COLOR NOISES; DYNAMIC SYSTEMS; FINITE-STEP CORRELATED; KALMAN FILTERING; LOCAL OPTIMALITY; MULTI-STEP CORRELATED; PROCESS NOISE; PROCESS NOISES; RECURSIVE FILTERS; STANDARD KALMAN FILTERS; STATE ESTIMATORS;

CONTROL THEORY; DYNAMIC PROGRAMMING; KALMAN FILTERS; RECURSIVE FUNCTIONS;

WAVE FILTERS;

EID: 56449094231     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICAL.2008.4636145     Document Type: Conference Paper

References (6)

1. R. E. Kalman, "A New Approach to Linear Filtering and Prediction Problem" , Journal of Basic Engineering, 82 (Series D): 35-45, 1960.
2. R. G. Brown, Introduction to Random Signal Analysis and Kalman Filtering, New York: John Wiley and sons, 1983.
3. H. W. Sorenson, Kalman Filtering Techniques, Advances in Control Systems ? a? Theory and Applications, Academic Press, 1966, 3:219-292.
4. Dan-Simon. Optimal State Estimation, New York: INC.Press, John Wiley & Sons, 2006.
5. Stewart G W. Introduction to Matrix Computions, [S. l.]: Academic Press, 1973.
6. HanFu Chen. The Recursion Estimation of Discrete Time System and The Random Control, Bei Jing: science press, 1980:5, lemma 1.5.