Unknown variances of the noises that excite a time-invariant, linear dynamic system and/or in the observation of its output can be estimated by use of multiple observers. One observer is needed, in general, for each unknown variance. Each observer is time invariant and has different gains from the others. It is shown that each unknown variance is a linear combination of the variances of the residuals of the observers. The required estimates of the noise variances are obtained by using the measured variances of the residuals. The method presented in this paper is illustrated by an application to determining noise parameters in a ring laser gyro.
Estimating Noise Variances by Using Multiple Observers
IEEE Transactions on Aerospace and Electronic Systems ; AES-18 , 4 ; 442-448
1982-07-01
1284469 byte
Article (Journal)
Electronic Resource
English
Errata Calculation of Output Noise Variances for Discrete Time-Invariant Filters
IEEE | 1968
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