A FICTITIOUS NOISE COMPENSATING TECHNIQUE OF ADAPTIVE KALMAN FILTERING FOR SYSTEMS WITH MODEL ERRORS
Zili Deng · Information and Computation · 1988
In this paper the problem of adaptive Kalman filtering for systems with model er-rors is discussed.A new technique that the model errors are compensated by introductingfictitious noises is presented by using adaptive Kalman filtering for systems with un-known timevarying noise statistics.Three examples of simulation of different kinds aregiven to show the usefulness of the proposed technique.