Kalman filtering through the feedback adaption of prior error covariance

Cubature Kalman Filters

Ienkaran Arasaratnam, S. Haykin · IEEE Transactions on Automatic Control · 2009 · 3.3K citations

Computing, Computational Engineering, Bayesian Data Analysis +11

On the identification of variances and adaptive Kalman filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1970 · 1.4K citations

Engineering, Decision Sciences, Process Control +11

Adaptive Kalman Filtering for INS/GPS

Ahmed Mohamed, K. P. Schwarz · Journal of Geodesy · 1999 · 1.1K citations

Computing, Geophysics, Geodesy +9

Approaches to adaptive filtering

R.К. Mehra · IEEE Transactions on Automatic Control · 1972 · 934 citations

Computing, Computational Engineering, Bayesian Data Analysis +16

Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations

Simo Särkkä, Aapo Nummenmaa · IEEE Transactions on Automatic Control · 2009 · 705 citations

Computing, Data Science, Dynamical Systems +16