A modified adaptive Kalman filtering algorithm is derived for the standard linear problem under an irregular environment where all variances of the zero-mean Gaussian white (system and observation) noises are unknown a priori. This algorithm has certain merits over various existing adaptive schemes in that it is simple, efficient, and suitable for real-time applications. An illustrative numerical example is presented.<>


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    Titel :

    A modified adaptive Kalman filter for real-time applications


    Beteiligte:
    Chen, G. (Autor:in) / Chui, C.K. (Autor:in)


    Erscheinungsdatum :

    1991-01-01


    Format / Umfang :

    337980 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch



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