… The identified observer converges to an optimal observer (the Kalman filter) in the presence
… OKID is able to estimate the state-space model and the Kalman filter gain directly from time-…

… like linear time invariant (LTI) system in presence of additive white Gaussian noise (AWGN).
The steady-state filter parameters have been simulated and analyzed for different process …

… A robust Kalman filter scheme is proposed to resist the … the performance of the standard
Kalman filter. In the proposed … In the presence of outliers scaling factors can be introduced …

… For illustrative purpose, the denoising performance of the adaptive Kalman filter bank in the
presence of white Gaussian noise in several databases is shown in Fig. 3. In this figure, the …

… Abstract—In this paper, we study a modified Kalman filter (MKF) over networks admitted
multi-channel packet drops and investigate the existence of a stabilizing solution to the …

… the presence of modeling uncertainties. This knowledge is used to create combined filtering
… , robustness, and stability of the Kalman-based filters and their combinations with the SVSF. …

… we have been calling the Kalman filter or the Kalman filtering algorithm. This algorithm can
… under which the Kalman filter works satisfactorily with robust stability in the presence of both …

… price-to-pay associated with the presence of heavy tail noise … condition for using the
Kalman filter is satisfied for noise … We thus propose to explore how the optimal Kalman filter is …

… This experimental finding is validated by the fact that the Kalman filter (at steady-state) is
the optimal linear estimator in the presence of Gaussian noise. The LP technique performed …

… Kalman filter, which is achieved by introducing a fractional feedback loop across the Kalman
… In the presence of abrupt input, the proposed FOGKF results in smaller variations in output …