Artificial Intelligence for a Sustainable Industry 4.0 2021
DOI: 10.1007/978-3-030-77070-9_13
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Use of Kalman Filter and Its Variants in State Estimation: A Review

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Cited by 3 publications
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“…Kalman Filters aim to improve speed and estimation performance under low observability. They are linked to the Forecast-Aided SE concept, where model-based approaches use the previous states as extra information to enhance accuracy and speed [4], [10]- [13]. However, Kalman Filter SE is limited by the assumptions of system linearization and the Gaussian distribution of the measurements, which reduce its accuracy and robustness.…”
Section: Introductionmentioning
confidence: 99%
“…Kalman Filters aim to improve speed and estimation performance under low observability. They are linked to the Forecast-Aided SE concept, where model-based approaches use the previous states as extra information to enhance accuracy and speed [4], [10]- [13]. However, Kalman Filter SE is limited by the assumptions of system linearization and the Gaussian distribution of the measurements, which reduce its accuracy and robustness.…”
Section: Introductionmentioning
confidence: 99%
“…Kalman filter was proposed by R. E. Kalman in 1960 [8] is popular for having easy computation, memory requirements and good capability on overcoming noises. There are various types of Kalman Filter, such as standard Kalman Filter, Extended Kalman Filter, Unscented Kalman Filter etc [9]. The paper used standard Kalman filter since it contains enough part of equation for noise reducing.…”
Section: Introductionmentioning
confidence: 99%