Parameter-Less Simulated Kalman Filter
Simulated Kalman Filter (SKF) algorithm is a new population-based metaheuristic optimization algorithm. In the original SKF algorithm, three parameter values are assigned during initialization, the initial error covariance, P(0), the process noise, Q, and the measurement noise, R. Further studies on...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UMP
2017
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/16999/1/61-286-1-PB.pdf |