Title :
A modified adaptive Kalman filter for real-time applications
Author :
Chen, Guanrong ; Chui, Charles K.
Author_Institution :
Dept. of Electr. Eng., Houston Univ., TX, USA
fDate :
1/1/1991 12:00:00 AM
Abstract :
A modified adaptive Kalman filtering algorithm is derived for the standard linear problem under an irregular environment where all variances of the zero-mean Gaussian white (system and observation) noises are unknown a priori. This algorithm has certain merits over various existing adaptive schemes in that it is simple, efficient, and suitable for real-time applications. An illustrative numerical example is presented
Keywords :
Kalman filters; adaptive filters; computerised signal processing; filtering and prediction theory; real-time systems; white noise; computer simulation; linear problem; modified adaptive Kalman filter; real-time applications; zero mean Gaussian white noise; Adaptive filters; Approximation algorithms; Filtering algorithms; Gaussian noise; Kalman filters; Nonlinear filters; Real time systems; State estimation; Vectors; Working environment noise;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
