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Real-Time State Estimator Without Noise Covariance Matrices Knowledge

  • Hongbin MaEmail author
  • Liping Yan
  • Yuanqing Xia
  • Mengyin Fu
Chapter

Abstract

The digital filtering technology has been widely applied in a majority of signal processing applications. For the linear systems with state-space model, Kalman filter provides optimal state estimates in the sense of minimum mean squared errors and maximum likelihood estimation.

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Copyright information

© Science Press 2020

Authors and Affiliations

  • Hongbin Ma
    • 1
    Email author
  • Liping Yan
    • 1
  • Yuanqing Xia
    • 1
  • Mengyin Fu
    • 1
  1. 1.School of AutomationBeijing Institute of TechnologyBeijingChina

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