A New Strategy for Combining Nonlinear Kalman Filters With Smooth Variable Structure Filters
Bayesian filters exemplified by the celebrated Kalman Filter (KF), and its non-linear variants rely on a fairly accurate state-space model of the system under study. To address the issue of modelling uncertainty in state estimation, the Smooth Variable Structure Filter (SVSF) was proposed in 2007. S...
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| Principais autores: | , , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
IEEE
2023-01-01
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| 叢編: | IEEE Access |
| 主題: | |
| 在線閱讀: | https://ieeexplore.ieee.org/document/10373016/ |
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