منابع مشابه
The eXogenous Kalman Filter (XKF)
It is well known that the time-varying Kalman Filter (KF) is globally exponentially stable and optimal in the sense of minimum variance under some conditions. However, nonlinear approximations such as the extended KF linearizes the system about the estimated state trajectories, leading in general to loss of both global stability and optimality. Nonlinear observers tend to have strong, often glo...
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Structural system identification using recursive methods has been a research direction of increasing interest in recent decades. The two prominent methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF), also known as the Sequential Monte Carlo (SMC), are advantageous in this field. In this study, the system identification of a shake table test of a 4-story steel struct...
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In this book, the extended Kalman filter (EKF) has been used as the standard technique for performing recursive nonlinear estimation. The EKF algorithm, however, provides only an approximation to optimal nonlinear estimation. In this chapter, we point out the underlying assumptions and flaws in the EKF, and present an alternative filter with performance superior to that of the EKF. This algorit...
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ژورنال
عنوان ژورنال: International Journal of Control
سال: 2016
ISSN: 0020-7179,1366-5820
DOI: 10.1080/00207179.2016.1172390