Geodesic
The damped modified iterated Kalman filter for nonlinear discrete time systems
Kybernetika, Tome 33 (1997) no. 4, pp. 387-398 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 60G35, 93C55, 93E11 
@article{KYB_1997_33_4_a2,
     author = {Oh, Myoungho and Choi, U Jin},
     title = {The damped modified iterated {Kalman} filter for nonlinear discrete time systems},
     journal = {Kybernetika},
     pages = {387--398},
     year = {1997},
     volume = {33},
     number = {4},
     mrnumber = {1471384},
     zbl = {0915.93061},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1997_33_4_a2/}
}
TY  - JOUR
AU  - Oh, Myoungho
AU  - Choi, U Jin
TI  - The damped modified iterated Kalman filter for nonlinear discrete time systems
JO  - Kybernetika
PY  - 1997
SP  - 387
EP  - 398
VL  - 33
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/KYB_1997_33_4_a2/
LA  - en
ID  - KYB_1997_33_4_a2
ER  - 
%0 Journal Article
%A Oh, Myoungho
%A Choi, U Jin
%T The damped modified iterated Kalman filter for nonlinear discrete time systems
%J Kybernetika
%D 1997
%P 387-398
%V 33
%N 4
%U http://geodesic.mathdoc.fr/item/KYB_1997_33_4_a2/
%G en
%F KYB_1997_33_4_a2
Oh, Myoungho; Choi, U Jin. The damped modified iterated Kalman filter for nonlinear discrete time systems. Kybernetika, Tome 33 (1997) no. 4, pp. 387-398. http://geodesic.mathdoc.fr/item/KYB_1997_33_4_a2/

[1] M. B. Bell, F. W. Cathey: The iterated Kalman filter update as a Gauss-Newton method. IEEE Trans. Automat. Control 38 (1993), 2, 294-297. | MR | Zbl

[2] D. E. Catlin: Estimation, Control, and the Discrete Kalman Filter. Springer-Verlag, New York 1989. | MR | Zbl

[3] S. D. Conte, C. de Boor: Elementary Numerical Analysis. McGraw- Hill, Singapore 1987.

[4] A. Gelb: Applied Optimal Estimation. MIT Press, Cambridge, Massachusetts 1974. | MR

[5] Y. Hosoya, M. Taniguchi: A central limit theorem for stationary processes and the parameter estimation of linear processes. Ann. Statist. 10 (1982), 1, 132-153. | MR | Zbl

[6] D. Kincaid, W. Cheney: Numerical Analysis: Mathematics of Scientific Computing. Brooks/Cole Publishing Company, California 1990. | MR

[7] L. Ljung: Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems. IEEE Trans. Automat. Control AC-24 (1979), 1, 36-50. | MR | Zbl

[8] N. E. Nahi: Estimation Theory and Applications. Wiley, New York 1969.

[9] M. D. Smooke: Error estimate for the modified Newton method with application to the solution of nonlinear, two-point boundary-value problems. J. Optim. Theory Appl. 39 (1983), 4, 489-511. | MR

[10] F. Szidarovszky, S. Yakowitz: Principles and Procedures of Numerical Analysis. Plenum Press, New York 1978. | MR | Zbl