Sensitivity of discrete-time Kalman filt
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Samer S. Saab; George E. Nasr
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Article
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1999
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John Wiley and Sons
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English
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The optimum "ltering results of Kalman "ltering for linear dynamic systems require an exact knowledge of the process noise covariance matrix Q I , the measurement noise covariance matrix R I and the initial error covariance matrix P . In a number of practical solutions, Q I , R I and P , are either