A MODIFIED ADAPTIVE KALMAN FILTER FOR REAL-TIME APPLICATIONS

被引：32

作者：

CHEN, GR

CHUI, CK

机构：

[1] TEXAS A&M UNIV SYST,DEPT MATH,COLLEGE STN,TX 77843

[2] TEXAS A&M UNIV SYST,DEPT ELECT ENGN,COLLEGE STN,TX 77843

来源：

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS | 1991年 / 27卷 / 01期

关键词：

D O I：

10.1109/7.68157

中图分类号：

V [航空、航天];

学科分类号：

08 ; 0825 ;

摘要：

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 included.

引用

页码：149 / 154

页数：6