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- W2687098259 abstract "In this paper, a new method of on-line estimating input and measurment noise covariances Q and R with modified Kalman filter in the discrete time linear systems is proposed. It is different from existing methods. The method is independent of the error covariances P(k/k) of states, i.e. estimation of Q, R is not effected by estimation of states. Therefore, it is not easy to be diverging and possesses better estimation accuracy. While by existing methods, estimation of Q, R depends on P(k/k) and conversely, P(k/k) depends on estimation of Q, R again. So, it is easy to diverge and better accuracy can not be obtained. It will have an effect on the estimation of self adaptation of states. Computing examples are made and fair results are obtained. The method can also be extended to estimation of time-varying noise covariances." @default.
- W2687098259 created "2017-06-30" @default.
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- W2687098259 date "1985-07-01" @default.
- W2687098259 modified "2023-10-14" @default.
- W2687098259 title "A New Method of On-Line Estimation of Noise Covariances Q and R" @default.
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- W2687098259 doi "https://doi.org/10.1016/s1474-6670(17)60778-x" @default.
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