Kalman filtering remains a cornerstone of state estimation in stochastic systems, enabling the real‐time integration of noisy measurements into dynamic system models. Originally developed for linear ...
It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results