Adaptive Stochastic Filtration Based on the Estimation of the Covariance Matrix of Measurement Noises Using Irregular Accurate Observations
In measurement systems operating under various disturbances the probabilistic characteristics of measurement noises are usually known approximately. To improve the observation accuracy, a new approach to the Kalman’s filter adaptation is proposed. In this approach, the Covariance Matrix of Measureme...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-01-01
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| Series: | Inventions |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2411-5134/6/1/10 |