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Proposal for an algorithm for increasing the accuracy of an optimal estimation of the generalized Kalman discrete filter for non-linear systems
Theoretical and applied mechanics, Tome 19 (1993) no. 1, p. 99 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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Based on known criteria and results for increasing the accuracy of the optimal estimate of the state size of the generalized discrete Kalman filter for nonlinear systems [1], [2], [3] and [5], an adaptive algorithm is proposed in the paper. This algorithm is based on the assumption that the covariance matrix of the measurement disturbance is adaptively adjusted during the implementation of the calculation procedure. The proposed algorithm for increasing the accuracy of optimal or pseudo-optimal estimation can be used in other algorithms for discrete estimation of state variables in nonlinear systems [2] and [4]. 
@article{TAM_1993_19_1_a8,
     author = {Vlastimir Nikoli\'c and \v{Z}arko \'Cojba\v{s}i\'c and Danijela Pajovi\'c},
     title = {Proposal for an algorithm for increasing the accuracy of an optimal estimation of the generalized {Kalman} discrete filter for non-linear systems},
     journal = {Theoretical and applied mechanics},
     pages = {99 },
     year = {1993},
     volume = {19},
     number = {1},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TAM_1993_19_1_a8/}
}
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%J Theoretical and applied mechanics
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Vlastimir Nikolić; Žarko Ćojbašić; Danijela Pajović. Proposal for an algorithm for increasing the accuracy of an optimal estimation of the generalized Kalman discrete filter for non-linear systems. Theoretical and applied mechanics, Tome 19 (1993) no. 1, p. 99 . http://geodesic.mathdoc.fr/item/TAM_1993_19_1_a8/