Displaying similar documents to “Optimal filtering for bilinear system states and its application to terpolymerization process identification.”

On improving sensitivity of the Kalman filter

Petr Franěk (2002)



The impact of additive outliers on a performance of the Kalman filter is discussed and less outlier-sensitive modification of the Kalman filter is proposed. The improved filter is then used to obtain an improved smoothing algorithm and an improved state-space model parameters estimation.