Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs.
Fayçal Ben HmidaKarim KhémiriJosé RagotMoncef GossaPublished in: J. Frankl. Inst. (2012)
Keyphrases
- kalman filter
- state estimation
- update equations
- stochastic systems
- extended kalman filter
- kalman filtering
- importance sampling
- particle filter
- state space
- mean shift
- object tracking
- state space model
- particle filtering
- adaptive kalman filter
- state variables
- estimation accuracy
- confidence intervals
- image processing
- visual tracking
- mobile robot
- high dimensional
- image segmentation