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. A common application is to account for the effects of nuisance parameters such as sensor biases without increasing the dimensionality of the state estimate.
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. A common application is to account for the effects of nuisance parameters such as sensor biases without increasing the dimensionality of the state estimate.
Source: Wikipedia "Schmidt–Kalman filter" · CC BY-SA 4.0
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