Nonlinear Estimation by Covariance Assignment
IFAC Proceedings Volumes
Original Item ID
Covariance assignment method is extended to upper bound assignment of estimation error covariances for nonlinear stochastic systems. Characterization of assignable upper bounds together with filter gains that achieve a particular assignment are presented. Existence conditions and a recursive method of solution are given for the main design equation.
Yaz, Edwin E. and Nacara, W. Na, "Nonlinear Estimation by Covariance Assignment" (1993). Electrical and Computer Engineering Faculty Research and Publications. 769.