Estimating model error covariance matrix parameters in extended Kalman filtering
The extended Kalman filter (EKF) is a popular state estimation method for nonlinear dynamical models. The model error covariance matrix is often seen as a tuning parameter in EKF, which is often simply postulated by the user. In this paper, we study the filter likelihood technique for estimating the...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2014-09-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/21/919/2014/npg-21-919-2014.pdf |