Adaptive Fading-Memory Receding-Horizon Filters and Smoother for Linear Discrete Time-Varying Systems

In this paper, an adaptive fading-memory receding-horizon (AFMRH) filter is proposed by combining the receding-horizon structure and the adaptive fading-memory method. In the recent finite horizon, state error covariance is adapted with an adaptive fading factor; then the process noise covariance ma...

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Bibliographic Details

Published in:	Applied Sciences
Main Author:	Bokyu Kwon
Format:	Article
Language:	English
Published:	MDPI AG 2022-07-01
Subjects:	adaptive receding-horizon estimation adaptive fading-memory estimation adaptive horizon adjustment Rauch–Tung–Striebel smoothing
Online Access:	https://www.mdpi.com/2076-3417/12/13/6692