— In this paper, an optimization-based adaptive Kalman filtering method is proposed. The method produces an estimate of the process noise covariance matrix Q by solving an optim...
The problem of recursive estimation of a state of dynamic systems in the presence of time-varying outliers in observations to be processed has been considered. A learning phase use...
We present an online, recursive filtering technique to model linear dynamical systems that operate on the state space of symmetric positive definite matrices (tensors) that lie on...
In this paper, a novel Kalman filter-based power allocation scheme is developed for cooperative networks with inaccurate channel state information (CSI). The channel estimation err...
The focus of this paper is the problem of recursive estimation for uncertain multisensor linear discrete-time systems. We herein propose a new suboptimal filtering algorithm. The b...