A robust extended Kalman filter for discrete-time systems with uncertain dynamics, measurements and correlated noise

Rodrigo Fontes Souto, João Yoshiyuki Ishihara, Geovany Araujo Borges. A robust extended Kalman filter for discrete-time systems with uncertain dynamics, measurements and correlated noise. In American Control Conference, ACC 2009. St. Louis, Missouri, USA, June 10-12, 2009. pages 1888-1893, IEEE, 2009. [doi]

Abstract

Abstract is missing.