1971
DOI: 10.1109/tac.1971.1099796
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Nonlinear extensions of the fading memory filter

Abstract: The equations for a recursive extended Kalman filter with exponential age-weighting of data and dynamics are derived. A similar result is given for a second-order filter. It is seen that the Glter equations are essentially of the same form as their unfaded counterparts. This technique offers promise in controlling the divergence problem that recursive iiltering often encounters.

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Cited by 6 publications
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