A Kalman Filter Algorithm for Nonlinear System with Unknown Time-varying Noise[J]. Journal of East China University of Science and Technology, 2003, (3): 299-302.
Citation:
A Kalman Filter Algorithm for Nonlinear System with Unknown Time-varying Noise[J]. Journal of East China University of Science and Technology, 2003, (3): 299-302.
A Kalman Filter Algorithm for Nonlinear System with Unknown Time-varying Noise[J]. Journal of East China University of Science and Technology, 2003, (3): 299-302.
Citation:
A Kalman Filter Algorithm for Nonlinear System with Unknown Time-varying Noise[J]. Journal of East China University of Science and Technology, 2003, (3): 299-302.
A Kalman Filter Algorithm for Nonlinear System with Unknown Time-varying Noise
A kind of noise statistics estimator based on finite difference Kalman filter algorithm, which has been presented for the nonlinear systems with unknown time varying noise, is considered in detail. Simulation results show that the algorithm has high precision and numerical stability, but the estimated states are sensitive to the initial error.
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