Kalman Filter Adaptation to Disturbances of the Observer’s Parameters

Kalman Filter Adaptation to Disturbances of the Observer’s Parameters

Currently, one of the most effective algorithms for state estimation of stochastic systems is a Kalman filter. This filter provides an optimal root-mean-square error in state vector estimation only when the parameters of the dynamic system and its observer are precisely known. In real conditions, th...

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Bibliographic Details
Main Authors: Alexander A. Manin, Sergey V. Sokolov, Arthur I. Novikov, Marianna V. Polyakova, Dmitriy N. Demidov, Tatyana P. Novikova
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Inventions
Subjects:
complexing measurement system
disturbances
Kalman filter
measurement matrix
multidimensional dynamical systems
system state vector
Online Access:https://www.mdpi.com/2411-5134/6/4/80

Internet

https://www.mdpi.com/2411-5134/6/4/80

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