most citedAdaptive Conditional Bias-Penalized Kalman Filter for Improved Estimation of Extremes and its Approximation for Reduced Computation

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eess.SP2019★ 1 cited

Adaptive Conditional Bias-Penalized Kalman Filter for Improved Estimation of Extremes and its Approximation for Reduced Computation

Haojing Shen, Haksu Lee, Dong-Jun Seo

In many signal processing applications of Kalman filter (KF) and its variants and extensions, accurate estimation of extreme states is often of great importance. When the observati…