… A comprehensive study of filter performance is carried out in the presence of various moment
closure errors which are enhanced by additional model errors due to incorrect parameters …

… 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 …

… 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 …

… if no prior information regarding the presence of outliers in the data is available. Otherwise,
if the user has prior knowledge regarding the strong or weak presence of outliers in the data …

… 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 …

… -time Gaussian system in the presence of sparse integrity attacks. … We show that the optimal
Kalman estimate can be … It is proved that our proposed estimator coincides with the Kalman …

… 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-…

In many practical Kalman filter applications, the quantity of most significance for the estimation
error is the process noise matrix. When filters are stabilized or performance is sought to be …

… 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 …