1983
DOI: 10.1049/ip-d.1983.0056
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Recursive self-tuning algorithm for adaptive Kalman filtering

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Cited by 8 publications
(8 citation statements)
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“…Notice that the use of (15a) and (17) is possible because of the existence of planned input to drive the responder properly and cause its output to be close to the desired value. Otherwise, the term could not be estimated properly.…”
Section: Execution Of a Plan And Feedback Controlmentioning
confidence: 96%
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“…Notice that the use of (15a) and (17) is possible because of the existence of planned input to drive the responder properly and cause its output to be close to the desired value. Otherwise, the term could not be estimated properly.…”
Section: Execution Of a Plan And Feedback Controlmentioning
confidence: 96%
“…The difficulty of the problem increases significantly if a parameterized model of the responder's dynamics is available and the values of the parameters are unknown. Then, in the case of linear dynamics, linear observations, and Gaussian measurement noise and system uncertainties, the parameter identification is optimally based on Kalman filtering [16], [17]. Once the parameters are identified the model is known, and planning could be performed by solving directly for the input values.…”
Section: ) Satisfies the Conditions: A)mentioning
confidence: 99%
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“…In this section, we discuss asymptotic properties of the proposed adaptive UKF similarly as in. 20 First we assume that the UKF is stable andx k is uniformly bounded. Then from the UKF equation (2)-(5) and the adaptive UKF equation 17…”
Section: Asymptotic Behaviormentioning
confidence: 99%
“…In this paper, inspired by the study of El-Fattah, 17 a new self-tuning Kalman filter is presented to decrease the destructive effects of the uncertainties in the measurement model in the LOS guidance loop. The key idea is to identify online the uncertain parameters existing in the observation model and consequently, in the filter equations; similar to Wang et al., 15 Li et al., 18 and Liu et al., 19 which identify noise characteristics used in the Kalman filter relations.…”
Section: Introductionmentioning
confidence: 99%