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.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.