Two-stage Kalman Filter

バージョン 1.0.0 (1.52 KB) 作成者: Abdul haleem

Two-stage Kalman filter

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更新 2023/4/17

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This work presents the derivation of a general two-stage Kalman filter (GTSKF) which provides the optimal estimate of the system state and can be applied to general, time-varying, linear dynamic systems without a constraint on their structure. This new filter is more efficient than the single-stage KF.

引用

Abdul haleem (2024). Two-stage Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/127903-two-stage-kalman-filter), MATLAB Central File Exchange. 取得済み July 28、2024.