Nonlinear state estimation

Identification of process and measurement noise covariance for state and parameter estimation using extended Kalman filter

Publication Type  Journal Article
Year of Publication  2011
Authors  Bavdekar, V.A.; Deshpande, A.P.; Patwardhan, S.C.
Journal Title  Journal of Process Control
Volume  21
Issue  4
Pages  585 - 601
Journal Date  2011///
Key Words  Covariance estimation; Expectation maximisation algorithm; Extended Kalman filter; Maximum likelihood estimates; Nonlinear state estimation; Bayesian; Characterisation; Covariance estimation; Decision variables; Derivative-free methods; EM algorithms; Exp
Notes  

Export Date: 5 July 2011Source: Scopus

URL  http://www.scopus.com/inward/record.url?eid=2-s2.0-79953818807&partnerID=40&md5=68347d1408af740607207f6ba586d689
DOI  10.1016/j.jprocont.2011.01.001
Citation Key  3207