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History and Applications of Kalman Filter: A Review
Abstract: The Kalman filter is a powerful algorithm that is used to estimate the dynamic system states with noisy measurements and uncertain behaviors. It is an optimal estimator that minimizes the average squared error between the estimated states and the true states, given the noisy data and a model of the system. The recursive algorithm is highly effective in tracking and predicting the state of complex systems over time. Kalman filters …
Published in International Journal of Electrical Power and Machine Systems · Vol. 2, Issue 1, 2024 · pp. 14–23 Read article