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- W2043707623 abstract "Abstract In this paper, we offer a new formulation for optimal filtering of continuous linear dynamic systems based on Weighted Least Absolute Value (WLAV) approximations. This filter may be better than a Kalman filter for continuous systems, since the Kalman filter algorithm was obtained by minimizing a Weighted Least Square cost functional (WLS), while the proposed filter algorithm is obtained by equating to zero the sum of the absolute error in the measurements. It is shown that the best WLAV approximations are superior to the best WLS approximations when estimating the true form of data that contain some very inaccurate observations. This paper is an extension to the work that has been done in a companion paper by the same two authors for discrete dynamic systems." @default.
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- W2043707623 date "1990-03-01" @default.
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- W2043707623 title "Optimal filtering for continuous linear dynamic systems based on WLAV approximations" @default.
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- W2043707623 doi "https://doi.org/10.1016/0005-1098(90)90135-5" @default.
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