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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    Title :

    A modified adaptive Kalman filter for real-time applications


    Contributors:
    Chen, G. (author) / Chui, C.K. (author)


    Publication date :

    1991-01-01


    Size :

    337980 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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