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.<>
A modified adaptive Kalman filter for real-time applications
IEEE Transactions on Aerospace and Electronic Systems ; 27 , 1 ; 149-154
1991-01-01
337980 byte
Article (Journal)
Electronic Resource
English
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