Adaptive fading Kalman filter with an ap
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Qijun Xia; Ming Rao; Yiqun Ying; Xuemin Shen
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Article
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1994
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Elsevier Science
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English
โ 487 KB
A new adaptive state estimation algorithm, namely adaptive fading Kalman filter (AFKF), is proposed to solve the divergence problem of Kalman filter. A criterion function is constructed to measure the optimality of Kalman filter. The forgetting factor in AFKF is adaptively adjusted by minimizing the