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On the Identification of Noise Covariances and Adaptive Kalman Filtering: A New Look at a 50 Year-Old Problem

The Kalman filter requires knowledge of the noise statistics; however, the noise covariances are generally unknown. Although this problem has a long history, reliable algorithms for their estimation are scant, and necessary and sufficient conditions for identifiability of the covariances are in disp...

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Detalles Bibliográficos
Autores principales: ZHANG, LINGYI, SIDOTI, DAVID, BIENKOWSKI, ADAM, PATTIPATI, KRISHNA R., BAR-SHALOM, YAAKOV, KLEINMAN, DAVID L.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8638515/
https://www.ncbi.nlm.nih.gov/pubmed/34868797
http://dx.doi.org/10.1109/access.2020.2982407