Interpolation Method for Update with Out-of-Sequence Measurements: The Augmented Fixed-Lag Smoother
نویسندگان
چکیده
Nomenclature F = state transition matrix H = matrix giving the ideal/noiseless connection between measurements and states I = identity matrix k = time index L = noise sensitivity matrix in nonlinear systems N = lag time constant integer P = estimation-error covariance matrix s = arbitrary time step used in inductive proof xk = state at time index k x̂ = state estimate x̂k = a priori state estimate x̂ k = a posteriori state estimate yk = measurement at time index k
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