{"id":"https://openalex.org/W1984468587","doi":"https://doi.org/10.1109/tie.2014.2301756","title":"Kalman Filter With Recursive Covariance Estimation\u2014Sequentially Estimating Process Noise Covariance","display_name":"Kalman Filter With Recursive Covariance Estimation\u2014Sequentially Estimating Process Noise Covariance","publication_year":2014,"publication_date":"2014-01-31","ids":{"openalex":"https://openalex.org/W1984468587","doi":"https://doi.org/10.1109/tie.2014.2301756","mag":"1984468587"},"language":"en","primary_location":{"id":"doi:10.1109/tie.2014.2301756","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tie.2014.2301756","pdf_url":null,"source":{"id":"https://openalex.org/S58031724","display_name":"IEEE Transactions on Industrial Electronics","issn_l":"0278-0046","issn":["0278-0046","1557-9948"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Industrial Electronics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5000545422","display_name":"Bo Feng","orcid":"https://orcid.org/0000-0002-1057-3932"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Feng","raw_affiliation_strings":["School of Automation, Beijing Institution of Technology, Beijing, China","[School of Automation, Beijing Institution of Technology, Beijing, China]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Automation, Beijing Institution of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]},{"raw_affiliation_string":"[School of Automation, Beijing Institution of Technology, Beijing, China]","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091459774","display_name":"Mengyin Fu","orcid":"https://orcid.org/0000-0002-5520-7127"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Mengyin Fu","raw_affiliation_strings":["School of Automation, Beijing Institution of Technology, Beijing, China","[School of Automation, Beijing Institution of Technology, Beijing, China]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Automation, Beijing Institution of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]},{"raw_affiliation_string":"[School of Automation, Beijing Institution of Technology, Beijing, China]","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072523018","display_name":"Hongbin Ma","orcid":"https://orcid.org/0000-0002-5734-3157"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hongbin Ma","raw_affiliation_strings":["School of Automation, Beijing Institution of Technology, Beijing, China","[School of Automation, Beijing Institution of Technology, Beijing, China]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Automation, Beijing Institution of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]},{"raw_affiliation_string":"[School of Automation, Beijing Institution of Technology, Beijing, China]","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064231378","display_name":"Yuanqing Xia","orcid":"https://orcid.org/0000-0002-5977-4911"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuanqing Xia","raw_affiliation_strings":["School of Automation, Beijing Institution of Technology, Beijing, China","[School of Automation, Beijing Institution of Technology, Beijing, China]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Automation, Beijing Institution of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]},{"raw_affiliation_string":"[School of Automation, Beijing Institution of Technology, Beijing, China]","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100742946","display_name":"Bo Wang","orcid":"https://orcid.org/0000-0003-3594-1436"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Wang","raw_affiliation_strings":["School of Automation, Beijing Institution of Technology, Beijing, China","[School of Automation, Beijing Institution of Technology, Beijing, China]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Automation, Beijing Institution of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]},{"raw_affiliation_string":"[School of Automation, Beijing Institution of Technology, Beijing, China]","institution_ids":["https://openalex.org/I125839683"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I125839683"],"apc_list":null,"apc_paid":null,"fwci":10.3545,"has_fulltext":false,"cited_by_count":157,"citation_normalized_percentile":{"value":0.98212422,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"61","issue":"11","first_page":"6253","last_page":"6263"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11325","display_name":"Inertial Sensor and Navigation","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covariance-intersection","display_name":"Covariance intersection","score":0.8000904321670532},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.7269001007080078},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.6375077962875366},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5532788038253784},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.5461510419845581},{"id":"https://openalex.org/keywords/estimation-of-covariance-matrices","display_name":"Estimation of covariance matrices","score":0.5268969535827637},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5198760032653809},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.5114821195602417},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.4930121600627899},{"id":"https://openalex.org/keywords/fast-kalman-filter","display_name":"Fast Kalman filter","score":0.4849141240119934},{"id":"https://openalex.org/keywords/invariant-extended-kalman-filter","display_name":"Invariant extended Kalman filter","score":0.48471617698669434},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4720288813114166},{"id":"https://openalex.org/keywords/noise-measurement","display_name":"Noise measurement","score":0.4626634120941162},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4483371078968048},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40391284227371216},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.21134576201438904},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.19454067945480347},{"id":"https://openalex.org/keywords/noise-reduction","display_name":"Noise reduction","score":0.08765456080436707}],"concepts":[{"id":"https://openalex.org/C83042196","wikidata":"https://www.wikidata.org/wiki/Q5178898","display_name":"Covariance intersection","level":4,"score":0.8000904321670532},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.7269001007080078},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.6375077962875366},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5532788038253784},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.5461510419845581},{"id":"https://openalex.org/C180877172","wikidata":"https://www.wikidata.org/wiki/Q5401390","display_name":"Estimation of covariance matrices","level":3,"score":0.5268969535827637},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5198760032653809},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.5114821195602417},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.4930121600627899},{"id":"https://openalex.org/C150679823","wikidata":"https://www.wikidata.org/wiki/Q5436946","display_name":"Fast Kalman filter","level":4,"score":0.4849141240119934},{"id":"https://openalex.org/C8639503","wikidata":"https://www.wikidata.org/wiki/Q6059511","display_name":"Invariant extended Kalman filter","level":4,"score":0.48471617698669434},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4720288813114166},{"id":"https://openalex.org/C29265498","wikidata":"https://www.wikidata.org/wiki/Q7047719","display_name":"Noise measurement","level":3,"score":0.4626634120941162},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4483371078968048},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40391284227371216},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.21134576201438904},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19454067945480347},{"id":"https://openalex.org/C163294075","wikidata":"https://www.wikidata.org/wiki/Q581861","display_name":"Noise reduction","level":2,"score":0.08765456080436707},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tie.2014.2301756","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tie.2014.2301756","pdf_url":null,"source":{"id":"https://openalex.org/S58031724","display_name":"IEEE Transactions on Industrial Electronics","issn_l":"0278-0046","issn":["0278-0046","1557-9948"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Industrial Electronics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1483307070","https://openalex.org/W1553032475","https://openalex.org/W1572031236","https://openalex.org/W1967820890","https://openalex.org/W1973260008","https://openalex.org/W1986403168","https://openalex.org/W1996216641","https://openalex.org/W2003410899","https://openalex.org/W2017341800","https://openalex.org/W2019486974","https://openalex.org/W2020934227","https://openalex.org/W2030793712","https://openalex.org/W2052258321","https://openalex.org/W2068308395","https://openalex.org/W2082046295","https://openalex.org/W2083402998","https://openalex.org/W2099319707","https://openalex.org/W2100139288","https://openalex.org/W2104009208","https://openalex.org/W2105934661","https://openalex.org/W2122246449","https://openalex.org/W2123487311","https://openalex.org/W2139419665","https://openalex.org/W2145834063","https://openalex.org/W2152247062","https://openalex.org/W2156064084","https://openalex.org/W2160558044","https://openalex.org/W2164546042","https://openalex.org/W2167229292","https://openalex.org/W3148389357","https://openalex.org/W6655473528"],"related_works":["https://openalex.org/W2150837402","https://openalex.org/W3190919334","https://openalex.org/W4206024512","https://openalex.org/W2380516352","https://openalex.org/W2742858738","https://openalex.org/W2491009754","https://openalex.org/W4386026724","https://openalex.org/W2263628162","https://openalex.org/W4385439673","https://openalex.org/W2890211018"],"abstract_inverted_index":{"The":[0],"Kalman":[1,24,158,162,213],"filter":[2,25,163,214],"has":[3],"been":[4],"found":[5],"to":[6,60,92,118,168,190],"be":[7,61,80],"useful":[8],"in":[9,197],"vast":[10],"areas.":[11],"However,":[12],"it":[13],"is":[14,26,58,153,166,188,195,223],"well":[15],"known":[16,225],"that":[17,64,192,200],"the":[18,22,30,38,45,52,66,73,93,120,133,147,177,184,198,201,211,216,234,238,241],"successful":[19],"use":[20],"of":[21,37,44,55,65,76,88,96,105,124,129,142,150,173,180,220,240],"standard":[23],"greatly":[27],"restricted":[28],"by":[29,69,83],"strict":[31],"requirements":[32],"on":[33,136],"a":[34,85,127,140,156,226],"priori":[35],"information":[36,43,179],"model":[39],"structure":[40],"and":[41,47,99,183,204,237],"statistics":[42],"process,":[46],"measurement":[48,67],"noises.":[49],"Generally":[50],"speaking,":[51],"covariance":[53,114,122,148,202,218],"matrix":[54,123,149,203,219],"process":[56,77,97,151,181,221],"noise":[57,68,78,98,125,152,222],"harder":[59],"determined":[62],"than":[63],"routine":[70],"experiments,":[71],"since":[72],"statistical":[74,178],"property":[75],"cannot":[79],"obtained":[81],"directly":[82],"collecting":[84],"large":[86],"number":[87],"sensor":[89],"data":[90],"due":[91],"intrinsic":[94],"coupling":[95],"system":[100],"dynamics.":[101],"Considering":[102],"such":[103],"background":[104],"wide":[106],"applications,":[107],"this":[108,137,170,193],"paper":[109],"introduces":[110],"one":[111],"algorithm,":[112,117],"recursive":[113],"estimation":[115,175],"(RCE)":[116],"estimate":[119],"unknown":[121],"from":[126],"sample":[128],"signals":[130],"corrupted":[131],"with":[132,164,210],"noise.":[134],"Based":[135],"idea,":[138],"for":[139],"class":[141],"discrete-time":[143],"linear-time-invariant":[144],"systems":[145],"where":[146],"completely":[154,224],"unknown,":[155],"new":[157],"filtering":[159],"algorithm":[160,194],"named,":[161],"RCE,":[165],"presented":[167],"resolve":[169],"challenging":[171],"problem":[172],"state":[174,205],"without":[176],"noise,":[182],"rigorous":[185],"stability":[186],"analysis":[187],"given":[189],"show":[191],"optimal":[196],"sense":[199],"estimations":[206],"are":[207],"asymptotically":[208],"consistent":[209],"ideal":[212],"when":[215],"exact":[217],"priori.":[227],"Extensive":[228],"simulation":[229],"studies":[230],"have":[231],"also":[232],"verified":[233],"theoretical":[235],"results":[236],"effectiveness":[239],"proposed":[242],"algorithm.":[243]},"counts_by_year":[{"year":2026,"cited_by_count":7},{"year":2025,"cited_by_count":16},{"year":2024,"cited_by_count":12},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":20},{"year":2021,"cited_by_count":18},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":17},{"year":2018,"cited_by_count":19},{"year":2017,"cited_by_count":10},{"year":2016,"cited_by_count":13},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
