Title
Adaptive fading Kalman filter with an application
Abstract
A new adaptive state estimation algorithm, namely adaptive fading Kalman filter (AFKF), is proposed to solve the divergence problem of Kalman filter. A criterion function is constructed to measure the optimality of Kalman filter. The forgetting factor in AFKF is adaptively adjusted by minimizing the defined criterion function using measured outputs. The algorithm remains convergent and tends to be optimal in the presence of model errors. It has been successfully applied to the headbox of a paper-making machine for state estimation.
Year
DOI
Venue
1994
10.1016/0005-1098(94)90112-0
Automatica
Keywords
Field
DocType
kalman filter,convergence,discrete system
Extended Kalman filter,Alpha beta filter,Fast Kalman filter,Control theory,Kernel adaptive filter,Adaptive filter,Ensemble Kalman filter,Invariant extended Kalman filter,Mathematics,Recursive least squares filter
Journal
Volume
Issue
ISSN
30
8
0005-1098
Citations 
PageRank 
References 
23
2.41
3
Authors
4
Name
Order
Citations
PageRank
Qijun Xia1232.41
Ming Rao2232.41
Yiqun Ying3232.41
Xuemin Shen415389928.67