Robust Fusion and Kalman Filtering Under Unknown Correlations

Versione 1.0 (11,9 KB) da Spyridon Leonardos
Robust Fusion and Kalman Filtering Under Unknown Correlations
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Aggiornato 10 nov 2016

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Implementation of the methods presented in the paper "A Game-Theoretic Approach to Robust Fusion and Kalman Filtering Under Unknown Correlations" https://arxiv.org/abs/1610.01045

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Spyridon Leonardos (2025). Robust Fusion and Kalman Filtering Under Unknown Correlations (https://it.mathworks.com/matlabcentral/fileexchange/60173-robust-fusion-and-kalman-filtering-under-unknown-correlations), MATLAB Central File Exchange. Recuperato .

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