| Title:
|
The damped modified iterated Kalman filter for nonlinear discrete time systems (English) |
| Author:
|
Oh, Myoungho |
| Author:
|
Choi, U Jin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
33 |
| Issue:
|
4 |
| Year:
|
1997 |
| Pages:
|
387-398 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
93C55 |
| MSC:
|
93E11 |
| idZBL:
|
Zbl 0915.93061 |
| idMR:
|
MR1471384 |
| . |
| Date available:
|
2009-09-24T19:10:00Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124886 |
| . |
| Reference:
|
[1] M. B. Bell, F. W. Cathey: The iterated Kalman filter update as a Gauss-Newton method.IEEE Trans. Automat. Control 38 (1993), 2, 294-297. Zbl 0775.93237, MR 1206815 |
| Reference:
|
[2] D. E. Catlin: Estimation, Control, and the Discrete Kalman Filter.Springer-Verlag, New York 1989. Zbl 0685.93001, MR 0968437 |
| Reference:
|
[3] S. D. Conte, C. de Boor: Elementary Numerical Analysis.McGraw- Hill, Singapore 1987. |
| Reference:
|
[4] A. Gelb: Applied Optimal Estimation.MIT Press, Cambridge, Massachusetts 1974. MR 0345688 |
| Reference:
|
[5] Y. Hosoya, M. Taniguchi: A central limit theorem for stationary processes and the parameter estimation of linear processes.Ann. Statist. 10 (1982), 1, 132-153. Zbl 0484.62102, MR 0642725 |
| Reference:
|
[6] D. Kincaid, W. Cheney: Numerical Analysis: Mathematics of Scientific Computing.Brooks/Cole Publishing Company, California 1990. MR 1388777 |
| Reference:
|
[7] L. Ljung: Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems.IEEE Trans. Automat. Control AC-24 (1979), 1, 36-50. Zbl 0399.93054, MR 0519391 |
| Reference:
|
[8] N. E. Nahi: Estimation Theory and Applications.Wiley, New York 1969. |
| Reference:
|
[9] M. D. Smooke: Error estimate for the modified Newton method with application to the solution of nonlinear, two-point boundary-value problems.J. Optim. Theory Appl. 39 (1983), 4, 489-511. MR 0703817 |
| Reference:
|
[10] F. Szidarovszky, S. Yakowitz: Principles and Procedures of Numerical Analysis.Plenum Press, New York 1978. Zbl 0416.65001, MR 0514705 |
| . |
