Process Noise Covariance Design in Kalman Filtering via Bounds Optimization

Keyphrases

• Bound-constrained Optimization 100%
• Budget Constraint 25%
• Convergence Performance 25%
• Covariance 50%
• Error Matrix 25%
• Estimation Accuracy 25%
• Estimation Error 25%
• Harmonic Systems 25%
• Iterative Approximation 25%
• Kalman Filter 100%
• Low Sensitivity 25%
• Monte Carlo Simulation 25%
• Numerical Algorithms 25%
• Numerical Examples 25%
• Optimality Conditions 25%
• Performance Sensitivity 25%
• Process Noise 25%
• Process Noise Covariance 100%
• Process Noise Covariance Matrix 25%
• Proposed Design 25%
• Solution Feature 25%
• Total Budget 25%
• Worst Case Method 25%

Engineering

• Controllability 33%
• Convergence Performance 33%
• Covariance Matrix 33%
• Error Matrix 33%
• Estimation Error 33%
• Filtration 100%
• Harmonics 33%
• Illustrates 33%
• Initial Guess 33%
• Kalman Filter 66%
• Numerical Example 33%
• Optimal Design 33%
• Optimality 33%
• Process Noise 100%

Mathematics

• Budget Constraint 25%
• Covariance 100%
• Covariance Matrix 25%
• Error Matrix 25%
• Initial Guess 25%
• Kalman Filtering 100%
• Monte Carlo 25%
• Numerical Algorithm 25%
• Numerical Example 25%
• Optimal Design 25%
• Optimality 25%
• time point η 50%
• Upper Bound 25%
• Worst Case 25%