• Title of article

    New Kalman filter and smoother consistency tests

  • Author/Authors

    Gibbs ، نويسنده , , Richard G.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    4
  • From page
    3141
  • To page
    3144
  • Abstract
    We derive three new tests that can be applied to a Kalman filter to check for inconsistencies. The Filter Residual Test can detect observations that are outliers but would be missed by a basic residual test because the uncertainty of the expected observation is large relative to the uncertainty of the observation. The Smoother Residual Test uses the output from a Modified Bryson–Frazier (MBF) smoother to detect observations that are outliers. The Smoother State Test compares the state estimates from the filter and MBF smoother to detect model inconsistencies, in particular insufficient process noise.
  • Keywords
    Kalman filters , Optimal Estimation , Smoothing
  • Journal title
    Automatica
  • Serial Year
    2013
  • Journal title
    Automatica
  • Record number

    1449496