On the Design of a Specific Kalman Filter with Identification of Noise Covariances
In the present paper a well-posed optimisation problem is formulated using a quadratic error index where incremental corrections ΔQ and ΔR are obtained at the end of each of progressive overlapping observation intervals. For each new obtained value of Q and R a new value for the steady-state optimum...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
1976-11-01
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| Series: | Measurement + Control |
| Online Access: | https://doi.org/10.1177/002029407600901104 |