2019
DOI: 10.1080/00207179.2019.1574984
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On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter

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Cited by 7 publications
(5 citation statements)
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“…It is assumed that the parameters k s and µ of the introduced model ( 17) are unknown. The contact force can be estimated by estimating the state η k and the parameters k s and µ of (17). By applying the contact force model (7), the estimations of the contact force are achieved.…”
Section: State and Contact Force Estimationmentioning
confidence: 99%
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“…It is assumed that the parameters k s and µ of the introduced model ( 17) are unknown. The contact force can be estimated by estimating the state η k and the parameters k s and µ of (17). By applying the contact force model (7), the estimations of the contact force are achieved.…”
Section: State and Contact Force Estimationmentioning
confidence: 99%
“…It is a design parameter that is typically tuned by trial and error. In [17], it was recently shown that a direct connection between the MVU and ASKF approaches exists. If the considered noise variance related to the augmented state is selected as infinity, then the ASKF algorithm equals the Gillijns-De-Moore filter.…”
Section: Introductionmentioning
confidence: 99%
“…Definition 1 ([19], Definition 3.2) Let falsefalse{ P n falsefalse} R q × q be a matrix sequence. If det false( P false) and each diagonal elements of falsefalse{ P n falsefalse} approach to infinity, i.e.…”
Section: Equivalence Between Iakf and Rtsfmentioning
confidence: 99%
“…Some important properties about the matrix limit are given in the following lemma. Lemma 4 ([19], Lemma 3.4) Let P R q × q , R R m × m , H R m × q , P 0 , R 0 , rk false( H false) = q and m q. If P false→ normal∞ , then P P H false( R + H P H false) 1 H P false→ false( H R 1 H false) 1 false( R + H P H false) 1 false→ R 1 R 1 H false( H R 1 H false) 1 H R 1 P H false( R + H P H false) 1 false→ false( H R 1 H false) 1 H R 1…”
Section: Equivalence Between Iakf and Rtsfunclassified
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