On-line correction of the gain in kalman
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A. Likar; A. Dobnikar
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Article
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1994
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Elsevier Science
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English
โ 150 KB
AlWlract--A continuous optnnal filtenng is suggested which ts statable for systems w~th unknown and nonstalaonary dynarmc and measurement nomes On-hne adjustment of the gin towards the optimal value ts based on filtered autocorrelalaon funcuons of the mnovatmn sequence