On the Identification of Variances and Adaptive Kalman Filtering

Mehra, R. (1970). On the Identification of Variances and Adaptive Kalman Filtering. IEEE Transactions on Automatic Control, 15(2), 175-184.

Type

Journal article

Intellectual base

Primary research

Year

1970

DOI

10.1109/tac.1970.1099422

Link

https://doi.org/10.1109/TAC.1970.1099422

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Mechanisms

• Bayesian Sensor-Fusion Filter
  • The discipline that guards against this is to monitor the innovation sequence: for a well-tuned Kalman filter

    This sourceUses the innovation sequence to test Kalman-filter optimality: an optimal filter produces white innovations with a model-predicted covariance.

Verification

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Registry ID ref:166d436ca619 · see in the full table