2023
DOI: 10.1016/j.sigpro.2022.108837
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Strong tracking square-root modified sliding-window variational adaptive Kalman filtering with unknown noise covariance matrices

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Cited by 7 publications
(2 citation statements)
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“…The state vector is positioned as the position and speed of the permanent magnet maglev train, and the sensor collects the position of the point object according to Eq (10). The target states are position and velocity, X ¼ ½x; _ x� T , and the CV model and CA model are Eqs (32) and (33), respectively.…”
Section: Simulationmentioning
confidence: 99%
See 1 more Smart Citation
“…The state vector is positioned as the position and speed of the permanent magnet maglev train, and the sensor collects the position of the point object according to Eq (10). The target states are position and velocity, X ¼ ½x; _ x� T , and the CV model and CA model are Eqs (32) and (33), respectively.…”
Section: Simulationmentioning
confidence: 99%
“…The innovation-based adaptive Kalman filter (IAKF) is a maximum likelihood method that estimates the noise covariance matrix based on the fact that the innovation sequence of the Kalman filter is a white process [ 30 , 31 ]. The multi-model adaptive Kalman filter is an approximation of the Bayesian approach that solves the problem of model uncertainty by combining Kalman filters of different models into a group [ 32 , 33 ]. Kalman algorithm is more common in the previous studies of maglev train operation.…”
Section: Introductionmentioning
confidence: 99%