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Published in 2022 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2021.3122456
Abstract: It is well known that the Kalman filter (KF) performance is clearly degraded in real-life applications where the system model is misspecified to a certain extent, that is, when the assumed knowledge does not perfectly…
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Keywords:
robust kalman;
linearly constrained;
equality constraints;
linear equality ... See more keywords