Linear optimal unbiased filter for time-variant systems without apriori information on initial conditions

IEEE Transactions on Automatic Control

Volumn 62, Issue 2, 2017, Pages 882-887

  Zhao, Shunyi ^a,b   Huang, Biao ^b   Liu, Fei ^a  

^a JIANGNAN UNIVERSITY   (China)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Initial state; Kalman filter; optimal estimation; unbiasedness

Indexed keywords

BANDPASS FILTERS; KALMAN FILTERS; MEAN SQUARE ERROR;

ESTIMATION PERFORMANCE; INITIAL STATE; MINIMIZING THE MEAN SQUARE ERRORS; MOVING TARGET TRACKING; ON-LINE APPLICATIONS; OPTIMAL ESTIMATIONS; TIME VARIANT SYSTEMS; UNBIASEDNESS;

TARGET TRACKING;

EID: 85011573675     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2016.2557999     Document Type: Article

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