Adaptive Fading-Memory Receding-Horizon Filters and Smoother for Linear Discrete Time-Varying Systems
In this paper, an adaptive fading-memory receding-horizon (AFMRH) filter is proposed by combining the receding-horizon structure and the adaptive fading-memory method. In the recent finite horizon, state error covariance is adapted with an adaptive fading factor; then the process noise covariance ma...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-07-01
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| Series: | Applied Sciences |
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| Online Access: | https://www.mdpi.com/2076-3417/12/13/6692 |