Nicholas Assimakis, Maria Adam, "Measurement, Input, and Previous Estimation Contribution Metrics in Kalman Filter Estimation," WSEAS Transactions on Systems, vol. 25, pp. 495-507, 2026, DOI:10.37394/23202.2026.25.39
Nicholas Assimakis, Maria Adam. Measurement, Input, and Previous Estimation Contribution Metrics in Kalman Filter Estimation.
WSEAS Transactions on Systems. 2026;25:495-507. 10.37394/23202.2026.25.39
WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 25, 2026
Measurement, Input, and Previous Estimation Contribution Metrics in Kalman Filter Estimation
Authors: ,
Abstract: The Kalman filter is related to linear systems and produces iteratively the state estimation taking into account the current measurement, the previous input, and the previous estimation. Percentage metrics are proposed for the participation of the measurement, the previous input and the previous estimation in Kalman Filter estimation. The proposed metrics depend on the known measurements and inputs and the known system parameters. These metrics are introduced for time varying, time invariant and steady state Kalman filter.
Pages: 495-507 WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 25, 2026, Art. #39 DOI: 10.37394/23202.2026.25.39
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