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(Unbiased) Variance estimation and uncertainty format

✍ Scribed by Giampaolo E. D’Errico


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
843 KB
Volume
44
Category
Article
ISSN
0263-2241

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Unbiased minimum-variance linear state e
✍ Peter K. Kitanidis 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 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