An Application of the Kalman Filter Recursive Algorithm to Estimate the Gaussian Errors by Minimizing the Symmetric Loss Function

An Application of the Kalman Filter Recursive Algorithm to Estimate the Gaussian Errors by Minimizing the Symmetric Loss Function

Kalman filtering is a linear quadratic estimation (LQE) algorithm that uses a time series of observed data to produce estimations of unknown variables. The Kalman filter (KF) concept is widely used in applied mathematics and signal processing. In this study, we developed a methodology for estimating...

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Bibliographic Details
Main Authors: Cristian Busu, Mihail Busu
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Symmetry
Subjects:
unscented Kalman filter (UKF)
extended Kalman filter (EKF)
recursive algorithm
Gaussian errors
linear quadratic estimation (LQE)
contraction property
Online Access:https://www.mdpi.com/2073-8994/13/2/240

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https://www.mdpi.com/2073-8994/13/2/240

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