Predictive Filtering for Nonlinear Systems

@inproceedings{Crassidis1997PredictiveFF,
  title={Predictive Filtering for Nonlinear Systems},
  author={John L. Crassidis},
  year={1997}
}
Abstract In this paper, a real-time predictive filter is derived for nonlinear systems. The major advantage of this new filter over conventional filters is that it provides a method of determining optimal state estimates in the presence of significant error in the assumed (nominal) model. The new real-time nonlinear filter determines (“predicts”) the optimal model error trajectory so that the measurement-minus-estimate covariance statistically matches the known measurementminus-truth covariance… CONTINUE READING
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