On-line correction of the gain in kalman filtering

✍ Scribed by A. Likar; A. Dobnikar

• Publisher: Elsevier Science
• Year: 1994
• Tongue: English
• Weight: 150 KB
• Volume: 30
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(94)90162-7

✦ Synopsis

AlWlract--A continuous optnnal filtenng is suggested which ts statable for systems w~th unknown and nonstalaonary dynarmc and measurement nomes On-hne adjustment of the gin towards the optimal value ts based on filtered autocorrelalaon funcuons of the mnovatmn sequence