A new form of the extended Kalman filter for parameter estimation in linear systems

@article{Panuska1979ANF,
  title={A new form of the extended Kalman filter for parameter estimation in linear systems},
  author={V. Panuska},
  journal={1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes},
  year={1979},
  volume={2},
  pages={927-932}
}
  • V. Panuska
  • Published 1979 in
    1979 18th IEEE Conference on Decision and Control…
A well-known method for estimation of parameters in linear systems with correlated noise is the extended Kalman filter where the unknown parameters are estimated as a part of an enlarged state vector. To avoid the computational burden in determining the state estimates when only the parameter estimates are required, a new simple form of the extended Kalman filter, where the state consists only of the parameters to be estimated, is proposed. The algorithm is based on the inclusion of the… CONTINUE READING
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