IEEE Transactions on Automatic Control · 1971 · 22 citations · 3 references
EngineeringMathematicsSystems EngineeringDynamical SystemsKalman FilteringParameter EstimationState EstimationState-space ModelsState-space RepresentationSystem DecompositionExtended Kalman FilterExtended Kalman FilteringFilteringKalman DecompositionNonlinear State EstimationNonlinear SystemsState Space EstimationState-space Structure
The use of the extended Kalman filter as an approximate estimator for the states and parameters of nonlinear systems is well known. A decomposition is pointed out in this letter, which is possible with the usual augumentations of the state space by parameters, and which may lead to a more efficient computing algorithm.
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New Results in Linear Filtering and Prediction Theory
R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations