Unbiased minimum-variance linear state e
โ
Peter K. Kitanidis
๐
Article
๐
1987
๐
Elsevier Science
๐
English
โ 366 KB
A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknow