Approximate Kalman Filtering

Extended Kalman filters - standard, modified and ideal, M.J. Moorman and T.E. Bullock bias in extended Kalman filters - a mathematical analysis, T.E. Bullock and M.J. Moorman robust adaptive Kalman filtering, A.R. Moghaddamjoo and R.L. Kirlin on-line estimation of signal and noise parameters and adaptive Kalman filtering, P.J. Wojcik adaptive Kalman filtering under irregular environment, G. Chen fisher initialization in the presence of ill-conditioned measurements, D. Catlin initializing the Kalman filter with incompletely specified initial conditions, A. Maravall and V. Gomez set-valued Kalman filtering, D. Morrell and W.C. Stirling distributed filtering using set models for systems with non-Gaussian noise, L. Hong suboptimal Kalman filtering for linear systems with non-Gaussian noises, H.Y. Wu and G. Chen robust stability analysis of Kalman filter under parametric and noise uncertainties, B.S. Chen numerical approximations and other structural issues in practical implementations of Kalman filtering, T.H. Kerr.