L2-stability of Discrete-time Kalman Filter with Random Coefficients under Incorrect Covariance
Tài liệu tham khảo
Jazwinski, 1970, 194
Anderson, 1979, 36
Kailath, 2000, 310
Grewal, 1991, Application of Kalman filtering to the calibration and alignment of inertial navigation systems, IEEE Transactions on Automatic Control, 36, 4, 10.1109/9.62283
Grewal, 2010, Applications of Kalman filtering in aerospace 1960 to the present–historical perspectives, IEEE Control Systems Magazine, 30, 69, 10.1109/MCS.2010.936465
Luo, 2008, Globally optimal multisensor distributed random parameter matrices Kalman filtering fusion with applications, Sensors, 8, 8086, 10.3390/s8128086
Gu, 2009, Global optimality for generalized federated filter, Acta Automatica Sinica, 35, 1310, 10.3724/SP.J.1004.2009.01310
Sun, 2004, Multi-sensor optimal information fusion Kalman filter, Automatica, 40, 1017, 10.1016/j.automatica.2004.01.014
Deng, 2005, New approach to information fusion steady-state Kalman filtering, Automatica, 41, 1695, 10.1016/j.automatica.2005.04.020
Sinopoli, 2004, Kalman filtering with intermittent observations, IEEE Transactions on Automatic Control, 49, 1453, 10.1109/TAC.2004.834121
Wang, 2010, Consensus-based filtering algorithm with packet-dropping, Acta Automatica Sinica, 36, 1689, 10.3724/SP.J.1004.2010.01689
Anderson, 1981, Detectability and stabilizability of time-varying discrete-time linear systems, SIAM Journal on Control and Optimization, 19, 20, 10.1137/0319002
Chung, 1996, Strapdown INS error model for multiposition aligment, IEEE Transactions on Aerospace and Electronic Systems, 32, 1362, 10.1109/7.543857
Lee, 1998, Modeling quaternion errors in SDINS: computer frame approach, IEEE Transactions on Aerospace and Electronic Systems, 34, 289, 10.1109/7.640286
Yang X X. Systematic Calibration Method for Laser Gyro Strapdown Inertial Navigation Systems in Outer Field [Ph. D. dissertation]. University of Chinese Academy of Sciences, China, 2010
Mehra, 1972, Approaches to adaptive filtering, IEEE Transactions on Automatic Control, 7, 693, 10.1109/TAC.1972.1100100
Simon, 2006, 333
Sangsuk-Iam, 1990, Analysis of discrete-time Kalman filtering under incorrect noise covariances, IEEE Transactions on Automatic Control, 35, 1034, 10.1109/9.61006
Lipster, 1977, 61
Chen, 1991, 54
Bougerol, 1993, Kalman filtering with random coefficients and contractions, SIAM Journal on Control and Optimization, 31, 942, 10.1137/0331041
Wang, 1999, On stability of random Riccati equations, Science in China (E), 42, 136, 10.1007/BF02917108
Guo, 1995, Exponential stability of general tracking algorithms, IEEE Transactions on Automatic Control, 40, 1376, 10.1109/9.402229
Guo, 1995, Performance analysis of general tracking algorithms, IEEE Transactions on Automatic Control, 40, 1388, 10.1109/9.402230
Guo, 1990, Estimation time-varying parameters by the Kalman filter based algorithm: stability and convergence, IEEE Transactions on Automatic Control, 35, 141, 10.1109/9.45169
Zhang, 1991, Lp-stability of estimation errors of Kalman filter for tracking time-varying parameters, International Journal of Adaptive Control and Signal Processing, 5, 155, 10.1002/acs.4480050302
Guo, 1994, Stability of recursive stochastic tracking algorithms, SIAM Journal on Control and Optimization, 32, 1195, 10.1137/S0363012992225606
Sayed, 1994, A state-space approach to adaptive RLS filtering, IEEE Transactions on Signal Processing Magzine, 11, 18, 10.1109/79.295229
Haykin, 1997, Adaptive tracking of linear time-variant systems by extended RLS algorithms, IEEE Transactions on Signal Processing, 45, 1118, 10.1109/78.575687
Humpherys, 2010, Kalman filtering with Newton's method, IEEE Control Systems Magazine, 30, 101, 10.1109/MCS.2010.938485