Adaptive State Variable Estimation Using Robust Smoothing
Published in Journal of Dynamic Systems Measurement and Control • Dec 1, 1984
NobleIDNI4P12W07R45S26
Authors:,,
F. D. Groutage
Raymond G. Jacquot
D. E. Smith
Abstract
The development of a conventional Kalman filter is based on full knowledge of system parameters, noise statistics, and deterministic forcing functions. This work addresses the problem of known system parameters and unknown noise statistics and deterministic forcing functions. A robust estimation tec...
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