Title :
Model errors in Kalman filter and simple correction techniques
Author_Institution :
Hydrotronics, Inc., Jones Branch Drive, McLean, Virginia
Abstract :
As techniques cf divergence reduction in Kalman filtering, the adaptive Jazwinski´s plant noise covariance matching is compared with the non-adaptive Schmidt´s gain matrix scaling. In the simple case studied, the two give comparable performances and both are effective. However, Jazwinski´s algorithm is more suitable than the non-adaptive Schmidt´s for the purpose of real time processing.
Keywords :
Adaptive filters; Covariance matrix; Equations; Error correction; Filtering; Matched filters; Noise reduction; TV; Terminology; Vehicles;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '77.
DOI :
10.1109/ICASSP.1977.1170315