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Unbiased ratio-type variance estimation

✍ Scribed by M.C. Agrawal; A.B. Sthapit


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
228 KB
Volume
25
Category
Article
ISSN
0167-7152

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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