Robust Kalman Filtering Package
This package implements a family of Robust Kalman filters.
Each robust Kalman filter is selected by fixing the paramter tau (real value between 0 and 1).
The robustness of the filter is tuned by the tolerance c.
The robust robust Kalman is designed knowing that the true model belongs to
a ball about the nominal one. The models in that ball are such that
the Tau-divergence between them and the nominal model is less than
tolerance c.
This package also contains an example demonstrating its practical application.
References:
M. Zorzi. "Robust Kalman Filtering under Model Perturbations". Submitted.
M. Zorzi. "On the Robustness of the Bayes and Wiener Estimators under Model Uncertainty".
Cita come
Mattia Zorzi (2024). Robust Kalman Filtering Package (https://www.mathworks.com/matlabcentral/fileexchange/54308-robust-kalman-filtering-package), MATLAB Central File Exchange. Recuperato .
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- Signal Processing > Signal Processing Toolbox > Digital and Analog Filters > Digital Filter Design > Adaptive Filters >
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rkalman toolbox/
Versione | Pubblicato | Note della release | |
---|---|---|---|
1.0.0.0 |