WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
Citation:
WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
Citation:
WU Yong, LIN Jia-jun~*. An Improved Adaptive Noise Estimation in Kalman Filtering[J]. Journal of East China University of Science and Technology, 2004, (4): 433-436.
An Improved Adaptive Noise Estimation in Kalman Filtering
An Improved weighted least square method is proposed to estimate the noise statistics Q and R from the sub-optimal estimation by incorporating the autocorrelation functions of the innovation, determine the weight, deduce the optimal gain and finally get the noise statistics. The deduction of Q is also simplified. The simulation result shows the estimation has better convergence rate and precision.
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