A novel residual-based Bayesian expectation-maximization adaptive Kalman filter with inaccurate and time-varying noise covariances
Demo 1: Comparison of dynamic estimation results between the proposed RBEMAKF and other advanced methods in the presence of inaccurate and time-varying PMNCMs.
Demo 2 and Demo 3: Comparison of dynamic estimation results between the proposed L-RBEMAKF and ST-RBEMAKF and other advanced methods in the presence of inaccurate and time-varying PMNCMs with outliers. These two files discuss the impact of outlier frequency and outlier intensity separately.
please cite the paper: Gao X, Ma Z, Cheng Y, et al. A novel residual-based Bayesian expectation-maximization adaptive Kalman filter with inaccurate and time-varying noise covariances[J]. Measurement, 2024: 114937.