On kalman filter for linear system with colored measurement noise

Comments on “A Gaussian approximation recursive filter for nonlinear systems with correlated noises” [Automatica 48 (2012) 2290–2297]

(2014) Guobin Chang   AUTOMATICA

Using Allan variance to analyze the error characteristics of GNSS positioning

(2013) Xiaoji Niu et al.   GPS SOLUTIONS

Marginal unscented Kalman filter for cross-correlated process and observation noise at the same epoch

(2013) Guobin Chang   IET Radar Sonar and Navigation

Practical Approaches to Kalman Filtering with Time-Correlated Measurement Errors

(2012) Kedong Wang et al.   IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS

Cramer-Rao Bounds for Target Tracking Problems Involving Colored Measurement Noise

(2012) H. C. Lambert   IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS

Integrated GPS/INS navigation system with dual-rate Kalman Filter

(2011) Songlai Han et al.   GPS SOLUTIONS

Temporal correlation for network RTK positioning

(2011) Robert Odolinski   GPS SOLUTIONS

Application of Kalman Filter with Time-Correlated Measurement Errors in Subsurface Contaminant Transport Modeling

(2011) Shoou-Yuh Chang et al.   JOURNAL OF ENVIRONMENTAL ENGINEERING

Erratum to: Consideration of time-correlated errors in a Kalman filter applicable to GNSS

(2011) M. G. Petovello et al.   JOURNAL OF GEODESY

Precise Velocity Estimation with a Stand-Alone GPS Receiver

(2011) Weidong Ding et al.   JOURNAL OF NAVIGATION

Time Correlation in GNSS Positioning over Short Baselines

(2011) Chase Miller et al.   JOURNAL OF SURVEYING ENGINEERING

Consideration of time-correlated errors in a Kalman filter applicable to GNSS

(2008) M. G. Petovello et al.   JOURNAL OF GEODESY