Designing a Kalman filter when no noise covariance information is available

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue , 2005, Pages 1275-1280

  Bos, Robert ^a   Bombois, Xavier ^a   Van Den Hof, Paul M J ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Kalman filter design; Noise modelling; State estimation

Indexed keywords

STATE ESTIMATION;

FIRST PRINCIPLES MODELS; NOISE COVARIANCE; NOISE MODELLING; OBSERVABILITY MATRIX; POOR PERFORMANCE; SINGULAR VALUES;

KALMAN FILTERS;

EID: 79960722558     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20050703-6-cz-1902.00213     Document Type: Conference Paper

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2. Bos, R., X. Bombois and P.M.J Van den Hof (2005). Designing a Kalman filter for poorly observable systems without noise covariance information. Technical Report 05-003. Delft Center for Systems and Control, Delft University of Technology.
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