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An Online Exploratory Maximum Likelihood Estimation Approach to Adaptive Kalman Filtering

Jiajun Cheng Haonan Chen Zhirui Xue Yulong Huang Yonggang Zhang

自动化学报（英文版）2025，Vol.12Issue(1)：228-254,27.

自动化学报（英文版）2025，Vol.12Issue(1)：228-254,27.DOI:10.1109/JAS.2024.125001

An Online Exploratory Maximum Likelihood Estimation Approach to Adaptive Kalman Filtering

Jiajun Cheng ¹Haonan Chen ²Zhirui Xue ²Yulong Huang ¹Yonggang Zhang¹

作者信息

1. College of Intelligent Systems Science and Engineering,Harbin Engineering University,Harbin 150001||Engineering Research Center of Navigation Instruments,Ministry of Education,Harbin 150001,China
2. College of Intelligent Systems Science and Engineering,Harbin Engineering University,Harbin 150001,China||College of Future Technology,Harbin Engineering University,Harbin 150001,China
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摘要

关键词

Adaptive Kalman filtering/coordinate descent/max-imum likelihood estimation/mini-batch optimization/unknown noise covariance matrix

Key words

Adaptive Kalman filtering/coordinate descent/max-imum likelihood estimation/mini-batch optimization/unknown noise covariance matrix

引用本文复制引用

Jiajun Cheng,Haonan Chen,Zhirui Xue,Yulong Huang,Yonggang Zhang..An Online Exploratory Maximum Likelihood Estimation Approach to Adaptive Kalman Filtering[J].自动化学报（英文版）,2025,12(1):228-254,27.

基金项目

This work was supported in part by the National Key Research and Development Program of China(2023YFB3906403),the National Natural Science Foundation of China(62373118,62173105),and the Natural Science Foundation of Heilongjiang Province of China(ZD2023F002). （2023YFB3906403）

自动化学报（英文版）

ISSN：2329-9266

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