Title :
On-line tuning methods for adapting a Kalman filter to unknown noise statistics
Author :
Brogan, W.L. ; Olson, Randal L.
Author_Institution :
Dept. of Electr. Eng., Nebraska Univ., Lincoln, NE, USA
Abstract :
Frequently, the noise statistics required for implementing the Kalman filter are not precisely known. Several candidate time-average statistical measures of a tuned filter and a number of adaptive adjustment schemes for achieving the tuned goal are explored. A promising method adapted from the Jayant one-bit equalizer is presented
Keywords :
Kalman filters; adaptive filters; filtering and prediction theory; random noise; tuning; Jayant one-bit equalizer; Kalman filter; adaptive adjustment schemes; time-average statistical measures; tuned filter; unknown noise statistics; Adaptive filters; Airplanes; Covariance matrix; Equations; Matched filters; Noise measurement; Nonlinear filters; State estimation; Statistics; Vectors;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.101996
