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Strategies admitting nonnegative unbiased variance estimators

✍ Scribed by V.R. Padmawar


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
703 KB
Volume
40
Category
Article
ISSN
0378-3758

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Unbiased minimum-variance linear state e
✍ Peter K. Kitanidis πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 366 KB

A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknow