Comments on "Adaptive fading Kalman filter with an application"
Levent Özbek, Aliev Fa · Automatica · 1998
The performance of the normal Kalman filter (KF) will decrease when it is constructed on the basis of an erroneous model. Xia et al. (1994) proposed a new adaptive state estimation algorithm to solve the divergence problem for the KF, namely adaptive fading Kalman filter (AFKF). This paper discusses the error covariance equation in the AFKF suggested by Xia et al. (1994). ( 1998 Elsevier Science Ltd. All rights reserved.