Journal article
Modified Kalman filtering
Abstract
A modified Kalman filtering algorithm is described. The key point of the new algorithm is a model mismatch function, which accounts for deviation of the model from the ideal condition of orthogonality between the innovations process and past observations.<>
Authors
Haykin S; Li L
Journal
IEEE Transactions on Signal Processing, Vol. 42, No. 5, pp. 1239–1242
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Publication Date
5 1994
DOI
10.1109/78.295192
ISSN
1053-587X