Title :
Self-adaptive Kalman filter
Author_Institution :
Australian National University, Centre for Resource & Environmental Studies, Canberra, Australia
Abstract :
It is shown how the refined instrumental variable (r.i.v.) method of recursive parameter estimation can be modified simply so that it functions as an optimal adaptive filter and state-estimation algorithm.
Keywords :
Kalman filters; adaptive systems; recursive functions; state estimation; optimal adaptive filter; recursive parameter estimation; refined instrumental variable method; self adaptive Kalman filters; state estimation algorithm;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19790255
