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An Application of the Kalman Filter Recursive Algorithm to Estimate the Gaussian Errors by Minimizing the Symmetric Loss Function.
- Source :
-
Symmetry (20738994) . Feb2021, Vol. 13 Issue 2, p240. 1p. - Publication Year :
- 2021
-
Abstract
- Kalman filtering is a linear quadratic estimation (LQE) algorithm that uses a time series of observed data to produce estimations of unknown variables. The Kalman filter (KF) concept is widely used in applied mathematics and signal processing. In this study, we developed a methodology for estimating Gaussian errors by minimizing the symmetric loss function. Relevant applications of the kinetic models are described at the end of the manuscript. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 20738994
- Volume :
- 13
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Symmetry (20738994)
- Publication Type :
- Academic Journal
- Accession number :
- 149056106
- Full Text :
- https://doi.org/10.3390/sym13020240