论文信息 - Kalman filtering of systems with parameter uncertainties—a survey†

Kalman filtering of systems with parameter uncertainties—a survey†

A survey of analysis and synthesis techniques for Kalman-Bucy filtering of systems with parameter uncertainties in the plant matrix and. noise covariance matrices is given. Techniques for analysing the deleterious effects of parameter uncertainties, and testing the system model are presented. The synthesis of estimators for uncertain systems via adaptive estimation, bounding techniques, and multiple performance criteria is discussed.

C. Leondes | J. Pearson

[1] G. R. Partridge,et al. Proceedings of the National Electronics Conference: Volume X , 1956 .

[2] Lotfi A. Zadeh,et al. Optimality and non-scalar-valued performance criteria , 1963 .

[3] D. Magill. Optimal adaptive estimation of sampled stochastic processes , 1965 .

[4] H. Heffes. The effect of erroneous models on the Kalman filter response , 1966 .

[5] H. Sorenson. On the error behavior in linear minimum variance estimation problems , 1967, IEEE Transactions on Automatic Control.

[6] S. Neal. Linear estimation in the presence of errors in assumed plant dynamics , 1967, IEEE Transactions on Automatic Control.

[7] T. Nishimura. Error bounds of continuous Kalman filters and the application to orbit determination problems , 1967, IEEE Transactions on Automatic Control.

[8] B. Friedland. On the effect of incorrect gain in Kalman filter , 1967, IEEE Transactions on Automatic Control.

[9] C. Price. An analysis of the divergence problem in the Kalman filter , 1968 .

[10] R. Mehra. On the identification of variances and adaptive Kalman filtering , 1970 .

[11] A. Jazwinski. Stochastic Processes and Filtering Theory , 1970 .

[12] Harold W. Sorenson,et al. Recursive fading memory filtering , 1971, Inf. Sci..

[13] R. Fitzgerald. Divergence of the Kalman filter , 1971 .