Filter compensation techniques for several special but practical cases are discussed. A general set of bias and covariance equations for linear filters with modeling errors is first summarized. A method for relating the modeling errors to the selection of the covariance of "process noise" for model error compensation is suggested. A performance ordering for cases when the true system becomes a subsystem of the model used for the filter construction is given. A bias correcting filter is derived for the case when the filter is matched only to a subsystem of the actual system.
Kalman Filter Compensation for a Special Class of Systems
IEEE Transactions on Aerospace and Electronic Systems ; AES-13 , 6 ; 700-706
1977-11-01
2049881 byte
Article (Journal)
Electronic Resource
English
A New Class of Adaptive Extended Kalman Filter
British Library Conference Proceedings | 1996
|Wiley | 2000
|Wiley | 2000
|