Adaptive filtering for stochastic systems with generalized disturbance inputs

Keyphrases

• Stochastic Systems 100%
• Adaptive Filter 100%
• Disturbance Input 100%
• Generalized Disturbance 100%
• Scalar 33%
• Model Errors 33%
• Estimation Error 33%
• Covariance Matrix 33%
• Linear Combination 33%
• Dynamic Disturbance 33%
• Actual Application 33%
• Filtering Scheme 33%
• Random Disturbance 33%
• Peak Estimation 33%
• Convex Optimization 33%
• Maneuvering Target Tracking 33%
• Discrete-time Linear Stochastic Systems 33%
• State Estimate 33%
• State Prediction 33%
• Deterministic Disturbances 33%
• State Innovation 33%

Engineering

• Adaptive Filter Design 100%
• Stochastic System 100%
• Target Tracking 50%
• Tracking (Position) 50%
• Discrete Time 50%
• Estimation Error 50%
• Modeling Error 50%
• Covariance Matrix 50%
• Linear Combination 50%