Partial-Update Schmidt–Kalman Filter

@inproceedings{Brink2017PartialUpdateSF,
  title={Partial-Update Schmidt–Kalman Filter},
  author={Kevin Brink},
  year={2017}
}
The Schmidt–Kalman (or “consider” Kalman filter) has often been used to account for the uncertainty in so-called “nuisance” parameters when they are impactful to filter accuracy and consistency. Usually such nuisance parameters are errors in environment or sensor models or other static biases where actively estimating their value is not required. However, there are times that it is desired or necessary to estimate the nuisance terms themselves. This paper introduces an intermittent form of the… CONTINUE READING

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