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Modified Kalman filtering

Journal article

Modified Kalman filtering

Abstract

A modified Kalman filtering algorithm is described. The key point of the new algorithm is a model mismatch function, which accounts for deviation of the model from the ideal condition of orthogonality between the innovations process and past observations.<>

Authors

Haykin S; Li L

Journal

IEEE Transactions on Signal Processing, Vol. 42, No. 5, pp. 1239–1242

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Publication Date

January 1, 1994

DOI

10.1109/78.295192

ISSN

1053-587X

Associated Experts

Simon Haykin

Professor Emeritus, Faculty of Engineering

Labels

Fields of Research (FoR)

4901 Applied Mathematics 40 Engineering 49 Mathematical Sciences

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