In
the areas of modem control, communication applications, and signal processing,
the Kalman filter is one of the most often used algorithms for estimating
system states given unknown statistics. A correct and accurate state estimation
of a linear or non-linear system can be improved by using the suitable estimate
technique. To linearize the data, numerous mathematical techniques were used. The
state estimation of a nonlinear system can be improved. Kalman filter methods
offer linear, unbiased, and least variance estimates of unknown state vectors
and are a common tool for nonlinear systems. In this study, we aimed to bridge
the algorithmic and performance gap between the Kalman filter and its variants
when applied to a non-linear system. When you only have When there is a lot of
noisy observation data, the strategies discussed here have been proved to be
more effective. This work can serve as a theoretical foundation for future
research in a variety of areas, such as achieving high computing performance
for high-dimensional state estimation.
Author (S) Details
Vishal Awasthi
Department of Electronics & Communication Engineering, University
Institute of Engineering & Technology, CSJM University Kanpur, Uttar
Pradesh, India.
Krishna Raj
Department of Electronics Engineering, HBTI, Kanpur, Uttar Pradesh, India.
View Book :- https://stm.bookpi.org/CASTR-V15/article/view/2963
Thursday, 2 September 2021
A Survey of Kalman Filter Algorithms and Variants in State Estimation | Chapter 1 | Current Approaches in Science and Technology Research Vol. 15
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