A Modified Adaptive Kalman Filter for Realtime Applications

Guanrong Chen; Charles K. Chui

doi:10.1109/7.68157

A Modified Adaptive Kalman Filter for Realtime Applications

Guanrong Chen
, Charles K. Chui

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

54 Citations (Scopus)

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 realtime applications. An illustrative numerical example is included. © 1991 IEEE

Original language	English
Pages (from-to)	149-154
Journal	IEEE Transactions on Aerospace and Electronic Systems
Volume	27
Issue number	1
DOIs	https://doi.org/10.1109/7.68157
Publication status	Published - Jan 1991
Externally published	Yes

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title = "A Modified Adaptive Kalman Filter for Realtime Applications",

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 realtime applications. An illustrative numerical example is included. {\textcopyright} 1991 IEEE",

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AB - 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 realtime applications. An illustrative numerical example is included. © 1991 IEEE

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DO - 10.1109/7.68157

M3 - RGC 21 - Publication in refereed journal

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JO - IEEE Transactions on Aerospace and Electronic Systems

JF - IEEE Transactions on Aerospace and Electronic Systems

IS - 1

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A Modified Adaptive Kalman Filter for Realtime Applications

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