Before revision: The Schmidt–Kalman Filter is a modification of the Kalman Filter for reducing the dimensionality of the state estimate, while still considering the effects of the additional state in the calculation of the covariance matrix and the Kalman gains.S.
After revision: The Schmidt–Kalman filter is a modification of the Kalman Filter for reducing the dimensionality of the state estimate, while still considering the effects of the additional state in the calculation of the covariance matrix and the Kalman gains.S.