The previous illustration is in this link This post is mainly talking about the error fixed in the MM estimator. The biggest error of the MM estimator in derivation and code is that: The error is: In the matrices, I used the scalar 1 to replace identity matrix I. For example, using (1-K) to re...
The previous handwriting derivation is in this link
Big picture The deficiency of the current derivation is marked red color, which would be extended in the next week.
Those slides are presenting the evolution of input estimation based on Kalman Filter. I picked up 14 papers as the representatives of those evolution. Next week I would implement the 2d Multi-model and test to see how effective the new MM algorithm perform better than the native one.